Union Bank of the Philippines GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.90% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 18.94 | |
| 0.1394 | 19.51 | |
| 0.8622 | 273.36 | |
| -0.0030 | -0.26 |
Estimation Period:
Jun 30, 1992 to Feb 6, 2026
Jun 30, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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