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

V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:7.19% (+0.09%)

Analysis last updated: Tuesday, July 29, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2871	7.09
$α$	0.0314	87.24
$β$	0.9982	5,119.22
$ν$	2.6376	165.19

Estimation Period:
Jan 31, 2001 to Jul 25, 2025