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	param	t-stat
$ω$	0.0002	0.31
$α$	0.0133	1.13
$β$	0.9933	315.14
$γ$	-0.0133	-1.14

V-Lab

Philippine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2026:5.58% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Philippine Peso Analyses