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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0018	12.44***
α ARCH Response to squared shocks	0.0703	35.39***
β GARCH Volatility persistence	0.9221	522.45***
γ leverage Additional response to negative shocks	-0.0079	-0.78
δ power Transformation power	1.7948	36.10***

V-Lab

Philippine Peso APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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