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V-Lab

Union Bank of the Philippines Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.06% (+1.94%)
Analysis last updated: Sunday, February 8, 2026 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Union Bank of the Philippines S0GARCH
paramt-stat
ω1.89994.33
α0.24739.01
β0.678125.50
γ10.05520.67
γ20.00320.03
γ3-0.2264-2.66
γ40.35304.25
γ5-0.3732-5.11
γ60.33104.51
γ7-0.2741-2.99
γ80.36533.87
γ9-0.3940-5.10
γ100.18353.40
Estimation Period:
Jun 30, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts