Philippine Peso GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
4.40%
decreased by 0.14%
1 Week
4.42%
decreased by 0.12%
1 Month
4.48%
decreased by 0.06%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 22.10 | |
| 0.0664 | 22.93 | |
| 0.9215 | 533.29 | |
| -0.0021 | -0.43 |
Estimation Period:
Jan 31, 2001 to Jul 3, 2026
Jan 31, 2001 to Jul 3, 2026
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