Philippine Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
4.62%
decreased by 0.06%
1 Week
4.63%
decreased by 0.05%
1 Month
4.67%
decreased by 0.01%
Analysis last updated: Friday, June 5, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 22.12 | |
| 0.0671 | 22.95 | |
| 0.9206 | 527.28 | |
| -0.0023 | -0.47 |
Estimation Period:
Jan 31, 2001 to Jun 5, 2026
Jan 31, 2001 to Jun 5, 2026
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