Philippine Peso GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
7.64%
decreased by 0.30%
1 Week
7.59%
decreased by 0.35%
1 Month
7.38%
decreased by 0.56%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.97 | |
| 0.0657 | 42.31 | |
| 0.9214 | 528.93 |
Estimation Period:
Jan 31, 2001 to Apr 17, 2026
Jan 31, 2001 to Apr 17, 2026
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