V-Lab: Philippine Peso GAS-GARCH Student T Volatility Analysis

V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:5.85% (-0.06%)

Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2777	6.79
$α$	0.0315	86.90
$β$	0.9981	4,536.97
$ν$	2.6268	159.89

Estimation Period:
Jan 31, 2001 to May 9, 2025