Philippine Peso AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
9.24%
increased by 1.69%
1 Week
9.16%
increased by 1.61%
1 Month
8.84%
increased by 1.29%
Analysis last updated: Monday, April 20, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.80 | |
| 0.0663 | 42.53 | |
| 0.9208 | 526.46 | |
| -0.0002 | -0.04 |
Estimation Period:
Jan 31, 2001 to Apr 17, 2026
Jan 31, 2001 to Apr 17, 2026
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