Philippine Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:3.30% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.80 | |
| 0.0650 | 41.89 | |
| 0.9219 | 528.31 | |
| 0.0007 | 0.14 |
Estimation Period:
Jan 31, 2001 to Jan 17, 2026
Jan 31, 2001 to Jan 17, 2026
News Impact Curve
Volatility Forecasts
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