Philippine National Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.74% (-4.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2033 | 3.26 | |
| 0.1407 | 5.63 | |
| 0.8136 | 24.80 | |
| 0.0767 | 1.09 | |
| -0.0380 | -0.34 | |
| -0.1289 | -1.55 | |
| 0.1607 | 2.54 | |
| -0.1064 | -1.74 | |
| 0.0449 | 0.59 | |
| -0.0413 | -0.49 | |
| 0.1486 | 1.88 | |
| -0.3024 | -2.81 | |
| 0.2955 | 3.00 |
Estimation Period:
Feb 2, 1990 to Feb 6, 2026
Feb 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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