Philippine Peso APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.83%
decreased by 0.10%
1 Week
4.84%
decreased by 0.09%
1 Month
4.90%
decreased by 0.03%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 12.35 | |
| 0.0699 | 35.06 | |
| 0.9228 | 523.74 | |
| -0.0122 | -1.20 | |
| 1.7938 | 35.93 |
Estimation Period:
Jan 31, 2001 to Jun 5, 2026
Jan 31, 2001 to Jun 5, 2026
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