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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7431	6.95***
α ARCH Response to squared shocks	0.0715	9.28***
β GARCH Volatility persistence	0.8934	81.85***

γ₁	0.0590	6.69***
γ₂	-0.0932	-7.20***
γ₃	0.0524	5.89***
γ₄	-0.0193	-2.43**
γ₅	-0.0018	-0.32

V-Lab

Philippine Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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