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V-Lab

Philippine Savings Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.74% (+0.61%)
Analysis last updated: Friday, February 13, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Savings Bank S0GARCH
paramt-stat
ω1.51443.05
α0.25746.67
β0.642316.74
γ10.32011.26
γ2-0.6653-1.76
γ30.50051.86
γ4-0.1309-0.58
γ50.07880.46
γ6-0.3277-1.84
γ70.45552.01
γ8-0.4293-1.65
γ90.30141.31
γ10-0.1169-0.70
Estimation Period:
Aug 29, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts