Union Bank of the Philippines Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.06% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8999 | 4.33 | |
| 0.2473 | 9.01 | |
| 0.6781 | 25.50 | |
| 0.0552 | 0.67 | |
| 0.0032 | 0.03 | |
| -0.2264 | -2.66 | |
| 0.3530 | 4.25 | |
| -0.3732 | -5.11 | |
| 0.3310 | 4.51 | |
| -0.2741 | -2.99 | |
| 0.3653 | 3.87 | |
| -0.3940 | -5.10 | |
| 0.1835 | 3.40 |
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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