Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:5.56% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2725 | 6.80 | |
| 0.0314 | 87.53 | |
| 0.9982 | 4,578.71 | |
| 2.6571 | 154.66 |
Estimation Period:
Jan 31, 2001 to Dec 19, 2025
Jan 31, 2001 to Dec 19, 2025
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