Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
7.80%
decreased by 0.28%
1 Week
3.49%
decreased by 4.31%
1 Month
1.70%
decreased by 6.10%
Analysis last updated: Sunday, March 22, 2026 at 01:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2745 | 6.59 | |
| 0.0324 | 88.20 | |
| 0.9981 | 4,247.20 | |
| 2.6733 | 145.33 |
Estimation Period:
Jan 31, 2001 to Mar 20, 2026
Jan 31, 2001 to Mar 20, 2026
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