Philippine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
4.46%
decreased by 0.13%
1 Week
4.52%
decreased by 0.07%
1 Month
4.72%
increased by 0.13%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7459 | 6.93 | |
| 0.0705 | 9.22 | |
| 0.8949 | 82.69 | |
| 0.0597 | 6.69 | |
| -0.0941 | -7.17 | |
| 0.0523 | 5.79 | |
| -0.0183 | -2.27 | |
| -0.0029 | -0.49 |
Estimation Period:
Jan 31, 2001 to Jul 3, 2026
Jan 31, 2001 to Jul 3, 2026
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