V-Lab: Philippine Peso APARCH Volatility Analysis

V-Lab

Philippine Peso APARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:4.79% (-0.18%)

Analysis last updated: Sunday, July 13, 2025 at 02:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0017	12.02
$α$	0.0693	34.13
$β$	0.9221	506.39
$γ$	-0.0099	-0.96
$δ$	1.8259	35.88

Estimation Period:
Jan 31, 2001 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts