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V-Lab

Philippine National Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.74% (-4.89%)
Analysis last updated: Wednesday, February 11, 2026 at 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine National Bank S0GARCH
paramt-stat
ω2.20333.26
α0.14075.63
β0.813624.80
γ10.07671.09
γ2-0.0380-0.34
γ3-0.1289-1.55
γ40.16072.54
γ5-0.1064-1.74
γ60.04490.59
γ7-0.0413-0.49
γ80.14861.88
γ9-0.3024-2.81
γ100.29553.00
Estimation Period:
Feb 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts