V-Lab: Philippine Peso APARCH Volatility Analysis

Skip to main content

V-Lab

Philippine Peso APARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:4.50% (-0.13%)

Analysis last updated: Friday, October 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0017	12.16
$α$	0.0686	34.54
$β$	0.9245	525.28
$γ$	-0.0123	-1.17
$δ$	1.7873	35.31

Estimation Period:
Jan 31, 2001 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts