V-Lab
V-Lab
Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:4.55% (-0.12%)

Analysis last updated: Wednesday, April 24, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Peso GARCH
paramt-stat
ω0.001321.31
α0.066339.96
β0.9203498.00
Estimation Period:
Jan 31, 2001 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts