Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:4.06% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.73 | |
| 0.0644 | 41.67 | |
| 0.9225 | 530.16 |
Estimation Period:
Jan 31, 2001 to Dec 19, 2025
Jan 31, 2001 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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