Union Bank of the Philippines GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.92% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 19.68 | |
| 0.1378 | 35.15 | |
| 0.8622 | 273.97 |
Estimation Period:
Jun 30, 1992 to Feb 6, 2026
Jun 30, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Union Bank of the Philippines Analyses
Other GARCH Analyses on International Equities