Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:7.15% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.95 | |
| 0.0660 | 42.14 | |
| 0.9208 | 523.16 |
Estimation Period:
Jan 31, 2001 to Mar 20, 2026
Jan 31, 2001 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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