Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
10.66%
increased by 0.25%
1 Week
10.65%
increased by 0.24%
1 Month
10.63%
increased by 0.22%
Analysis last updated: Tuesday, May 12, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2916 | 6.93 | |
| 0.0329 | 89.60 | |
| 0.9982 | 4,917.40 | |
| 2.6881 | 151.28 |
Estimation Period:
Jan 31, 2001 to May 8, 2026
Jan 31, 2001 to May 8, 2026
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