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V-Lab
V-Lab
Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:3.64% (-0.10%)
Analysis last updated: Monday, December 15, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Peso GARCH
paramt-stat
ω0.001321.75
α0.064541.68
β0.9224529.81
Estimation Period:
Jan 31, 2001 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts