US Dollar to Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.02% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 8.23 | |
| 0.0250 | 1.33 | |
| 0.9117 | 40.37 |
Estimation Period:
May 18, 1992 to Feb 6, 2026
May 18, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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