Philippine Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.23%
decreased by 0.18%
1 Week
5.22%
decreased by 0.19%
1 Month
5.20%
decreased by 0.21%
Analysis last updated: Sunday, May 24, 2026 at 01:34 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 | |
| 0.0667 | 22.92 | |
| 0.9214 | 528.91 | |
| -0.0024 | -0.50 |
Estimation Period:
Jan 31, 2001 to May 22, 2026
Jan 31, 2001 to May 22, 2026
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