US Dollar to Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.93% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 9.88 | |
| 0.0234 | 1.63 | |
| 0.9337 | 56.40 |
Estimation Period:
May 18, 1992 to Feb 13, 2026
May 18, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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