Philippine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
4.88%
decreased by 0.17%
1 Week
4.90%
decreased by 0.15%
1 Month
4.99%
decreased by 0.06%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7559 | 6.91 | |
| 0.0708 | 9.22 | |
| 0.8949 | 82.53 | |
| 0.0608 | 6.71 | |
| -0.0956 | -7.16 | |
| 0.0527 | 5.72 | |
| -0.0181 | -2.19 | |
| -0.0031 | -0.51 |
Estimation Period:
Jan 31, 2001 to May 22, 2026
Jan 31, 2001 to May 22, 2026
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