Philippine Peso AGARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
5.43%
decreased by 0.19%
1 Week
5.42%
decreased by 0.20%
1 Month
5.38%
decreased by 0.24%
Analysis last updated: Friday, June 26, 2026 at 07:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 22.22 | |
| 0.0661 | 42.65 | |
| 0.9209 | 530.76 | |
| 0.0008 | 0.16 |
Estimation Period:
Jan 31, 2001 to Jun 26, 2026
Jan 31, 2001 to Jun 26, 2026
Other Philippine Peso Analyses
Other AGARCH Analyses on Currencies