Philippine Savings Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.44% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5905 | 3.17 | |
| 0.2554 | 6.69 | |
| 0.6477 | 17.20 | |
| 0.3687 | 1.47 | |
| -0.7405 | -1.98 | |
| 0.5484 | 2.03 | |
| -0.1715 | -0.76 | |
| 0.1142 | 0.67 | |
| -0.3541 | -1.98 | |
| 0.4681 | 2.06 | |
| -0.4230 | -1.59 | |
| 0.2628 | 0.93 | |
| 0.0024 | 0.01 |
Estimation Period:
Aug 29, 1995 to Feb 6, 2026
Aug 29, 1995 to Feb 6, 2026
News Impact Curve
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