Philippine Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.98%
decreased by 0.17%
1 Week
4.98%
decreased by 0.17%
1 Month
4.98%
decreased by 0.17%
Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 22.19 | |
| 0.0667 | 22.93 | |
| 0.9213 | 531.60 | |
| -0.0023 | -0.47 |
Estimation Period:
Jan 31, 2001 to Jun 12, 2026
Jan 31, 2001 to Jun 12, 2026
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