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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0017	3.11***
αARCH	0.0695	8.79***
βGARCH	0.9225	131.12***
γleverage	-0.0060	-0.15
δpower	1.8128	9.14***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0017	3.11***
α ARCH Response to squared shocks	0.0695	8.79***
β GARCH Volatility persistence	0.9225	131.12***
γ leverage Additional response to negative shocks	-0.0060	-0.15
δ power Transformation power	1.8128	9.14***

V-Lab

Philippine Peso APARCH Volatility Analysis

Date Range:

News Impact Curve

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