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{name} Model Equation

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Param	Value	t-stat
ωconst	0.2383	1.39
αARCH	0.0333	22.53***
βGARCH	0.9977	693.30***
νDF	2.7127	27.84***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2383	1.39
α ARCH Response to squared shocks	0.0333	22.53***
β GARCH Volatility persistence	0.9977	693.30***
ν DF Student-t tail thickness	2.7127	27.84***

V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Philippine Peso Analyses