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

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V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:8.24% (+0.38%)

Analysis last updated: Monday, January 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2969	7.14
$α$	0.0319	87.21
$β$	0.9983	5172.28
$ν$	3	170.98

Estimation Period:
Jan 31, 2001 to Jan 10, 2025