Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:6.07% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2776 | 6.92 | |
| 0.0314 | 87.57 | |
| 0.9982 | 4,799.03 | |
| 2.6545 | 158.30 |
Estimation Period:
Jan 31, 2001 to Nov 21, 2025
Jan 31, 2001 to Nov 21, 2025
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