US Dollar to Philippine Peso APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
5.04%
decreased by 0.12%
1 Week
5.03%
decreased by 0.13%
1 Month
5.00%
decreased by 0.16%
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 | |
|---|---|---|
| 0.0006 | 5.90 | |
| 0.0501 | 13.38 | |
| 0.9256 | 337.06 | |
| -0.0302 | -2.06 | |
| 2.5011 | 21.78 |
Estimation Period:
May 18, 1992 to Jun 5, 2026
May 18, 1992 to Jun 5, 2026
Other APARCH Analyses on Currencies