Union Bank of the Philippines MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.51% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2782 | 33.92 | |
| 0.6688 | 84.07 | |
| -0.0483 | -4.53 | |
| 0.0043 | 3.84 | |
| 0.0323 | 11.79 | |
| 0.9677 | 324.83 |
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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