V-Lab: Philippine Peso GAS-GARCH Student T Volatility Analysis

V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:8.59% (-0.17%)

Analysis last updated: Friday, August 29, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3019	7.42
$α$	0.0314	87.68
$β$	0.9984	5,770.85
$ν$	2.6342	175.25

Estimation Period:
Jan 31, 2001 to Aug 29, 2025