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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2454	5.69***
α ARCH Response to squared shocks	0.0333	90.28***
β GARCH Volatility persistence	0.9977	2,908.76***
ν DF Student-t tail thickness	2.6994	116.91***

V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Philippine Peso Analyses