PHILIPPINE PESO SPLINE-GARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, June 19: 7.76% (+0.01)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (PHP): ₱ 43.12 Return: 0.53% 1 Week Pred: 7.63%
Avg Week Vol: 7.9% Avg Month Vol: 8.07% 1 Month Pred: 7.21%
Min Vol: 2.34% Max Vol: 12.86% 6 Months Pred: 5.79%
Avg Vol: 5.74% Vol of Vol: 4.79% 1 Year Pred: 5.32%