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	param	t-stat
$ω$	1.7697	6.99
$α$	0.0710	9.20
$β$	0.8941	81.92
$γ_{1}$	0.0616	6.87
$γ_{2}$	-0.0972	-7.33
$γ_{3}$	0.0547	5.76
$γ_{4}$	-0.0216	-2.13
$γ_{5}$	0.0047	0.30

V-Lab

Philippine Peso Spline-GARCH Volatility Analysis

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