Philippine Peso APARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
7.57%
decreased by 0.05%
1 Week
7.53%
decreased by 0.09%
1 Month
7.37%
decreased by 0.25%
Analysis last updated: Friday, May 8, 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 | 12.28 | |
| 0.0693 | 34.99 | |
| 0.9241 | 529.55 | |
| -0.0138 | -1.35 | |
| 1.7907 | 35.89 |
Estimation Period:
Jan 31, 2001 to May 8, 2026
Jan 31, 2001 to May 8, 2026
Other Philippine Peso Analyses
Other APARCH Analyses on Currencies