Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
7.45%
decreased by 0.14%
1 Week
7.45%
decreased by 0.14%
1 Month
7.46%
decreased by 0.13%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2662 | 6.29 | |
| 0.0328 | 89.67 | |
| 0.9980 | 3,794.62 | |
| 2.6858 | 135.83 |
Estimation Period:
Jan 31, 2001 to Jun 5, 2026
Jan 31, 2001 to Jun 5, 2026
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