Union Bank of the Philippines Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.27% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9273 | 4.38 | |
| 0.2482 | 9.06 | |
| 0.6772 | 25.45 | |
| 0.0557 | 0.68 | |
| 0.0081 | 0.07 | |
| -0.2413 | -2.85 | |
| 0.3743 | 4.52 | |
| -0.3956 | -5.42 | |
| 0.3492 | 4.78 | |
| -0.2842 | -3.11 | |
| 0.3615 | 3.79 | |
| -0.3644 | -4.38 | |
| 0.0962 | 0.96 |
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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