Philippine Peso EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.05%
decreased by 0.07%
1 Week
5.11%
decreased by 0.01%
1 Month
5.31%
increased by 0.19%
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 | |
|---|---|---|
| -0.0324 | -15.64 | |
| 0.1427 | 42.64 | |
| 0.9811 | 1,138.12 | |
| 0.0051 | 1.69 |
Estimation Period:
Jan 31, 2001 to Jun 5, 2026
Jan 31, 2001 to Jun 5, 2026
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