V-Lab
V-Lab
Philippine Peso AGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:6.65% (-0.11%)

Analysis last updated: Tuesday, January 14, 2025 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Peso AGARCH
paramt-stat
ω0.001321.63
α0.067341.28
β0.9190502.47
γ0.00400.82
Estimation Period:
Jan 31, 2001 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts