Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:5.55% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2820 | 6.90 | |
| 0.0310 | 87.78 | |
| 0.9982 | 4,686.24 | |
| 2.6123 | 170.28 |
Estimation Period:
Jan 31, 2001 to Jan 30, 2026
Jan 31, 2001 to Jan 30, 2026
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