Philippine Peso APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.31% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2081 | 1.16 | |
| 0.0000 | 0.00 | |
| 0.6988 | 3.92 | |
| -1.0000 | -0.01 | |
| 0.5721 | 3.77 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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