Philippine Peso APARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:3.79% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 12.13 | |
| 0.0684 | 34.43 | |
| 0.9244 | 525.54 | |
| -0.0130 | -1.24 | |
| 1.7954 | 35.48 |
Estimation Period:
Jan 31, 2001 to Nov 21, 2025
Jan 31, 2001 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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