Philippine National Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.58% (-4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9429 | 3.80 | |
| 0.1672 | 4.73 | |
| 0.7098 | 10.31 | |
| 0.0983 | 1.69 | |
| -0.0662 | -0.76 | |
| -0.1186 | -1.93 | |
| 0.1526 | 3.09 | |
| -0.1024 | -2.27 | |
| 0.0425 | 0.77 | |
| -0.0385 | -0.63 | |
| 0.1672 | 2.66 | |
| -0.3755 | -4.46 | |
| 0.6988 | 7.05 |
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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