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	param	t-stat
$ω$	-0.6246	-5.41
$α$	-0.2515	-1.26
$β$	0.6122	17.29
$γ$	-0.1801	-1.13

V-Lab

Philippine Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:8.66% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Philippine Peso Analyses