Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
9.50%
decreased by 0.33%
1 Week
9.49%
decreased by 0.34%
1 Month
9.48%
decreased by 0.35%
Analysis last updated: Friday, April 10, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2831 | 6.73 | |
| 0.0327 | 89.18 | |
| 0.9982 | 4,537.05 | |
| 2.6796 | 147.90 |
Estimation Period:
Jan 31, 2001 to Apr 10, 2026
Jan 31, 2001 to Apr 10, 2026
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