US Dollar to Philippine Peso EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.95%
increased by 0.39%
1 Week
6.02%
increased by 0.46%
1 Month
6.28%
increased by 0.72%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0553 | -6.11 | |
| 0.1514 | 11.55 | |
| 0.9651 | 206.26 | |
| 0.0134 | 1.38 |
Estimation Period:
May 18, 1992 to Jun 12, 2026
May 18, 1992 to Jun 12, 2026
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