Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:5.99% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2764 | 6.83 | |
| 0.0310 | 87.59 | |
| 0.9982 | 4,557.77 | |
| 2.6257 | 163.91 |
Estimation Period:
Jan 31, 2001 to Feb 27, 2026
Jan 31, 2001 to Feb 27, 2026
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