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V-Lab

Philippine Savings Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.44% (-3.36%)
Analysis last updated: Wednesday, February 11, 2026 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Savings Bank SGARCH
paramt-stat
ω1.59053.17
α0.25546.69
β0.647717.20
γ10.36871.47
γ2-0.7405-1.98
γ30.54842.03
γ4-0.1715-0.76
γ50.11420.67
γ6-0.3541-1.98
γ70.46812.06
γ8-0.4230-1.59
γ90.26280.93
γ100.00240.01
Estimation Period:
Aug 29, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts