US Dollar to Philippine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:5.74% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 0.98 | |
| 0.0191 | 1.67 | |
| 0.9904 | 325.91 | |
| -0.0191 | -1.68 |
Estimation Period:
May 18, 1992 to Feb 20, 2026
May 18, 1992 to Feb 20, 2026
News Impact Curve
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