Philippine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:4.76% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.58 | |
| 0.0656 | 22.39 | |
| 0.9227 | 532.15 | |
| -0.0026 | -0.53 |
Estimation Period:
Jan 31, 2001 to Oct 31, 2025
Jan 31, 2001 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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