V-Lab
V-Lab
Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:3.79% (+0.14%)

Analysis last updated: Tuesday, October 3, 2023 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Peso GARCH
paramt-stat
ω0.001220.79
α0.064439.21
β0.9235514.78
Estimation Period:
Jan 31, 2001 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts