US Dollar to Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5,406.08% (-535.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3808 | 7.50 | |
| 0.0685 | 27.09 | |
| 0.9990 | 10,978.02 | |
| 2.0000 | 285,714.29 |
Estimation Period:
May 18, 1992 to Feb 22, 2026
May 18, 1992 to Feb 22, 2026
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