US Dollar to Philippine Peso AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:40.31% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0059 | -2.73 | |
| 0.0152 | 19.70 | |
| 0.9894 | 1,073.06 | |
| -0.6396 | -6.57 |
Estimation Period:
May 18, 1992 to Feb 20, 2026
May 18, 1992 to Feb 20, 2026
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