Philippine Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:3.76% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.90 | |
| 0.0650 | 41.89 | |
| 0.9219 | 528.00 | |
| 0.0001 | 0.02 |
Estimation Period:
Jan 31, 2001 to Dec 26, 2025
Jan 31, 2001 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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