Philippine Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
7.30%
unchanged at 0.00%
1 Week
7.25%
decreased by 0.05%
1 Month
7.07%
decreased by 0.23%
Analysis last updated: Friday, April 24, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 22.00 | |
| 0.0668 | 22.93 | |
| 0.9215 | 529.90 | |
| -0.0026 | -0.53 |
Estimation Period:
Jan 31, 2001 to Apr 24, 2026
Jan 31, 2001 to Apr 24, 2026
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