Philippine Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.60% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1728 | 1.68 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| -0.1368 | -0.00 |
Estimation Period:
Jan 31, 2001 to Feb 20, 2026
Jan 31, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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