Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:7.88% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2989 | 7.44 | |
| 0.0313 | 87.56 | |
| 0.9984 | 5,838.40 | |
| 2.6437 | 173.74 |
Estimation Period:
Jan 31, 2001 to Oct 10, 2025
Jan 31, 2001 to Oct 10, 2025
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