Philippine Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:4.35% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0318 | -15.28 | |
| 0.1404 | 41.82 | |
| 0.9814 | 1,135.89 | |
| 0.0051 | 1.68 |
Estimation Period:
Jan 31, 2001 to Dec 5, 2025
Jan 31, 2001 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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