V-Lab
V-Lab
Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:4.74% (-0.10%)
Analysis last updated: Tuesday, July 15, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Peso GARCH
paramt-stat
ω0.001322.05
α0.066241.34
β0.9199508.21
Estimation Period:
Jan 31, 2001 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts