Philippine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:3.73% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.78 | |
| 0.0657 | 22.39 | |
| 0.9223 | 529.16 | |
| -0.0024 | -0.50 |
Estimation Period:
Jan 31, 2001 to Nov 21, 2025
Jan 31, 2001 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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