Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:5.01% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2679 | 6.72 | |
| 0.0315 | 87.49 | |
| 0.9981 | 4,436.14 | |
| 2.6669 | 149.88 |
Estimation Period:
Jan 31, 2001 to Jan 9, 2026
Jan 31, 2001 to Jan 9, 2026
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