Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.29% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2796 | 6.85 | |
| 0.0310 | 87.80 | |
| 0.9982 | 4,578.68 | |
| 2.6135 | 168.49 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
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