Philippine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:5.27% (-0.12%)
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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