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

V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:6.23% (+0.13%)

Analysis last updated: Friday, May 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2784	6.85
$α$	0.0315	87.03
$β$	0.9982	4,664.31
$ν$	2.6352	159.25

Estimation Period:
Jan 31, 2001 to May 30, 2025