Philippine Peso EGARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
8.16%
increased by 0.56%
1 Week
8.11%
increased by 0.51%
1 Month
7.92%
increased by 0.32%
Analysis last updated: Tuesday, April 14, 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 | |
|---|---|---|
| -0.0317 | -15.20 | |
| 0.1423 | 42.47 | |
| 0.9813 | 1,134.49 | |
| 0.0053 | 1.76 |
Estimation Period:
Jan 31, 2001 to Apr 10, 2026
Jan 31, 2001 to Apr 10, 2026
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