Philippine Peso APARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
7.33%
increased by 0.04%
1 Week
7.30%
increased by 0.01%
1 Month
7.15%
decreased by 0.14%
Analysis last updated: Thursday, April 23, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 12.27 | |
| 0.0695 | 34.96 | |
| 0.9237 | 526.31 | |
| -0.0135 | -1.32 | |
| 1.7924 | 35.91 |
Estimation Period:
Jan 31, 2001 to Apr 17, 2026
Jan 31, 2001 to Apr 17, 2026
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