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

V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:7.85% (+0.32%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2936	7.16
$α$	0.0316	87.43
$β$	0.9983	5,254.05
$ν$	2.6338	168.01

Estimation Period:
Jan 31, 2001 to Jun 27, 2025