V-Lab: Philippine Peso GAS-GARCH Student T Volatility Analysis

V-Lab

|

V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:7.01% (-0.01%)

Analysis last updated: Friday, September 22, 2023 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3389	8.07
$α$	0.0317	85.35
$β$	0.9985	6982.47
$ν$	3	208.67

Estimation Period:
Jan 31, 2001 to Sep 22, 2023