Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
7.72%
decreased by 0.28%
1 Week
7.72%
decreased by 0.28%
1 Month
7.73%
decreased by 0.27%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2729 | 6.45 | |
| 0.0327 | 89.68 | |
| 0.9981 | 4,057.11 | |
| 2.6800 | 141.42 |
Estimation Period:
Jan 31, 2001 to May 22, 2026
Jan 31, 2001 to May 22, 2026
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