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	param	t-stat
$ω$	1.4972	4.55
$α$	0.0935	6.66
$β$	0.9035	63.44
$γ_{1}$	-0.1257	-0.99
$γ_{2}$	0.2495	1.55
$γ_{3}$	-0.1846	-2.18
$γ_{4}$	0.0347	0.43
$γ_{5}$	0.0382	0.47
$γ_{6}$	0.0216	0.23
$γ_{7}$	-0.0606	-0.42
$γ_{8}$	-0.8270	-1.23
$γ_{9}$	2.7265	1.41
$γ_{10}$	-2.8808	-1.47

V-Lab

Philippine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 3rd, 2026:40.50% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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