Philippine Peso AGARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
7.08%
decreased by 0.14%
1 Week
7.03%
decreased by 0.19%
1 Month
6.86%
decreased by 0.36%
Analysis last updated: Friday, March 27, 2026 at 07:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 22.12 | |
| 0.0664 | 42.39 | |
| 0.9203 | 521.70 | |
| -0.0001 | -0.02 |
Estimation Period:
Jan 31, 2001 to Mar 27, 2026
Jan 31, 2001 to Mar 27, 2026
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