Philippine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:5.10% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.79 | |
| 0.0655 | 22.38 | |
| 0.9230 | 532.57 | |
| -0.0025 | -0.51 |
Estimation Period:
Jan 31, 2001 to Oct 10, 2025
Jan 31, 2001 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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