US DOLLAR TO PHILIPPINE PESO AGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 5.50% (-0.20)
  • COMPARE menu down arrow
    • US Dollar to Philippine Peso»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (PHP): ₱ 41.23 Return: -0.04% 1 Week Pred: 5.6%
Avg Week Vol: 5.71% Avg Month Vol: 5.66% 1 Month Pred: 5.99%
Min Vol: 2.12% Max Vol: 55.32% 6 Months Pred: 8.75%
Avg Vol: 9.47% Vol of Vol: 14.42% 1 Year Pred: 12.54%

Documentation