Philippine Peso AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:10.01% (+5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.97 | |
| 0.0654 | 41.90 | |
| 0.9215 | 525.40 | |
| -0.0001 | -0.01 |
Estimation Period:
Jan 31, 2001 to Oct 24, 2025
Jan 31, 2001 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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