V-Lab
V-Lab
Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:4.31% (+0.01%)
Analysis last updated: Friday, May 16, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Peso GARCH
paramt-stat
ω0.001321.77
α0.065741.09
β0.9205509.95
Estimation Period:
Jan 31, 2001 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts