Philippine Stock Exchange Inc/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.70% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9206 | 4.21 | |
| 0.2070 | 7.83 | |
| 0.7026 | 17.83 | |
| -0.0273 | -1.63 | |
| 0.0755 | 3.09 | |
| -0.0942 | -3.87 |
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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