V-Lab
Philippine Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:5.19% (+0.06%)
Analysis last updated: Sunday, January 29, 2023, 01:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0276 | -13.50 | |
| 0.1389 | 38.80 | |
| 0.9831 | 1166.16 | |
| 0.0041 | 1.28 |
Estimation Period:
Jan 31, 2001 to Jan 28, 2023
Jan 31, 2001 to Jan 28, 2023
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