Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:6.24% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2735 | 6.81 | |
| 0.0315 | 87.55 | |
| 0.9982 | 4,578.70 | |
| 2.6558 | 155.00 |
Estimation Period:
Jan 31, 2001 to Nov 28, 2025
Jan 31, 2001 to Nov 28, 2025
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