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	param	t-stat
$ω$	-3.1133	-18.14
$α$	-0.1370	-0.77
$β$	-0.7382	-10.33
$γ$	-0.0511	-0.23

V-Lab

Philippine Peso EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 26th, 2026:6.36% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Philippine Peso Analyses