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

V-Lab

Philippine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:7.25% (+0.06%)

Analysis last updated: Friday, July 4, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2882	7.07
$α$	0.0315	87.38
$β$	0.9982	5,067.19
$ν$	2.6311	166.46

Estimation Period:
Jan 31, 2001 to Jul 4, 2025