Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:7.27% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.93 | |
| 0.0658 | 42.02 | |
| 0.9209 | 522.93 |
Estimation Period:
Jan 31, 2001 to Mar 14, 2026
Jan 31, 2001 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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