V-Lab: Philippine Peso GARCH Volatility Analysis

V-Lab

Philippine Peso GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:5.19% (-0.01%)

Analysis last updated: Monday, September 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	21.92
$α$	0.0652	41.64
$β$	0.9217	523.71

Estimation Period:
Jan 31, 2001 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts