Philippine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:192.12% (-5.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1633 | 0.20 | |
| 0.0854 | 0.01 | |
| 0.9146 | 0.09 | |
| 0.1239 | 0.02 | |
| -0.2024 | -0.00 | |
| 0.0257 | 0.00 | |
| 0.0353 | 0.00 | |
| 0.0184 | 0.00 | |
| 0.0515 | 0.02 | |
| -0.1217 | -0.05 | |
| 0.1621 | 0.05 | |
| -0.7447 | -0.03 | |
| 2.8828 | 0.02 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
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