V-Lab: Philippine Peso APARCH Volatility Analysis

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V-Lab

Philippine Peso APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:5.03% (-0.18%)

Analysis last updated: Friday, January 27, 2023, 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	11.70
$α$	0.0666	31.93
$β$	0.9255	507.39
$γ$	-0.0096	-0.88
$δ$	1.8647	35.00

Estimation Period:
Jan 31, 2001 to Jan 27, 2023

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