US Dollar to Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
54,318.98%
decreased by 2,320.90%
1 Week
54,264.69%
decreased by 2,375.19%
1 Month
54,048.42%
decreased by 2,591.46%
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 | |
|---|---|---|
| 1.7366 | 7.39 | |
| 0.1053 | 45.08 | |
| 0.9990 | 11,100.00 | |
| 2.0000 | 285,714.29 |
Estimation Period:
May 18, 1992 to Jun 8, 2026
May 18, 1992 to Jun 8, 2026
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