Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
6.67%
decreased by 0.22%
1 Week
6.67%
decreased by 0.22%
1 Month
6.70%
decreased by 0.19%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2658 | 6.33 | |
| 0.0327 | 89.61 | |
| 0.9980 | 3,868.25 | |
| 2.6920 | 135.89 |
Estimation Period:
Jan 31, 2001 to Jul 3, 2026
Jan 31, 2001 to Jul 3, 2026
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