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V-Lab

Philippine National Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.58% (-4.30%)
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 SGARCH
paramt-stat
ω1.94293.80
α0.16724.73
β0.709810.31
γ10.09831.69
γ2-0.0662-0.76
γ3-0.1186-1.93
γ40.15263.09
γ5-0.1024-2.27
γ60.04250.77
γ7-0.0385-0.63
γ80.16722.66
γ9-0.3755-4.46
γ100.69887.05
Estimation Period:
Feb 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts