Philippine Stock Exchange Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.97% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2547 | 3.20 | |
| 0.2053 | 8.25 | |
| 0.7175 | 20.28 | |
| 0.0230 | 0.34 | |
| -0.0655 | -0.68 | |
| 0.1342 | 2.39 | |
| -0.1336 | -2.71 | |
| 0.0450 | 1.37 |
Estimation Period:
Dec 15, 2003 to Feb 13, 2026
Dec 15, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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