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 Wednesday, February 5th, 2025:6.71% (+0.34%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2875	6.93
$α$	0.0319	87.27
$β$	0.9982	4775.97
$ν$	3	165.90

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