Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:4.57% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2613 | 6.53 | |
| 0.0316 | 87.67 | |
| 0.9981 | 4,090.39 | |
| 2.6656 | 145.49 |
Estimation Period:
Jan 31, 2001 to Jan 17, 2026
Jan 31, 2001 to Jan 17, 2026
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