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	param	t-stat
$ω$	0.0013	22.02
$α$	0.0671	22.71
$β$	0.9208	522.59
$γ$	-0.0026	-0.52

V-Lab

Philippine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:7.69% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Philippine Peso Analyses