Union Bank of the Philippines GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.21% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 42.8640 | 8.86 | |
| 0.0704 | 151.12 | |
| 0.9990 | 9,081.82 | |
| 2.1201 | 3,453.01 |
Estimation Period:
Jun 30, 1992 to Feb 6, 2026
Jun 30, 1992 to Feb 6, 2026
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