Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:7.09% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2890 | 7.20 | |
| 0.0313 | 87.60 | |
| 0.9983 | 5,310.05 | |
| 2.6452 | 167.62 |
Estimation Period:
Jan 31, 2001 to Oct 31, 2025
Jan 31, 2001 to Oct 31, 2025
Other Philippine Peso Analyses
Other GAS-GARCH Student T Analyses on Currencies