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V-Lab
V-Lab
Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:4.30% (-0.12%)
Analysis last updated: Monday, October 20, 2025 at 11:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Peso GARCH
paramt-stat
ω0.001321.71
α0.064741.63
β0.9223527.63
Estimation Period:
Jan 31, 2001 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts