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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7460	6.92***
α ARCH Response to squared shocks	0.0714	9.29***
β GARCH Volatility persistence	0.8938	82.13***

γ₁	0.0594	6.69***
γ₂	-0.0937	-7.19***
γ₃	0.0526	5.87***
γ₄	-0.0194	-2.42**
γ₅	-0.0016	-0.28

V-Lab

Philippine Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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