V-Lab
V-Lab
Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:5.44% (+0.18%)

Analysis last updated: Tuesday, March 21, 2023, 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Peso GARCH
paramt-stat
ω0.001120.46
α0.062738.42
β0.9261522.65
Estimation Period:
Jan 31, 2001 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts