Philippine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.32%
decreased by 0.18%
1 Week
5.32%
decreased by 0.18%
1 Month
5.32%
decreased by 0.18%
Analysis last updated: Thursday, May 21, 2026 at 07:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7571 | 6.86 | |
| 0.0703 | 9.23 | |
| 0.8960 | 83.52 | |
| 0.0609 | 6.67 | |
| -0.0957 | -7.12 | |
| 0.0526 | 5.66 | |
| -0.0179 | -2.14 | |
| -0.0034 | -0.55 |
Estimation Period:
Jan 31, 2001 to May 15, 2026
Jan 31, 2001 to May 15, 2026
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