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V-Lab

Union Bank of the Philippines Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.27% (+2.19%)
Analysis last updated: Sunday, February 8, 2026 at 02:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Union Bank of the Philippines SGARCH
paramt-stat
ω1.92734.38
α0.24829.06
β0.677225.45
γ10.05570.68
γ20.00810.07
γ3-0.2413-2.85
γ40.37434.52
γ5-0.3956-5.42
γ60.34924.78
γ7-0.2842-3.11
γ80.36153.79
γ9-0.3644-4.38
γ100.09620.96
Estimation Period:
Jun 30, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts