Philippine Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
6.76%
decreased by 0.13%
1 Week
6.72%
decreased by 0.17%
1 Month
6.57%
decreased by 0.32%
Analysis last updated: Friday, April 3, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 21.92 | |
| 0.0669 | 22.88 | |
| 0.9211 | 525.43 | |
| -0.0025 | -0.51 |
Estimation Period:
Jan 31, 2001 to Apr 3, 2026
Jan 31, 2001 to Apr 3, 2026
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