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	param	t-stat
$ω$	1.7889	6.99
$α$	0.0703	9.06
$β$	0.8945	81.03
$γ_{1}$	0.0642	6.85
$γ_{2}$	-0.1002	-7.22
$γ_{3}$	0.0537	5.57
$γ_{4}$	-0.0172	-1.95
$γ_{5}$	-0.0041	-0.62

V-Lab

Philippine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2026:3.97% (+0.13%)

Date Range:

Parameter Estimates

News Impact Curve

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