Philippine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:3.96% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.75 | |
| 0.0655 | 22.38 | |
| 0.9225 | 530.47 | |
| -0.0023 | -0.46 |
Estimation Period:
Jan 31, 2001 to Dec 12, 2025
Jan 31, 2001 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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