V-Lab: Philippine Peso MF2-GARCH Volatility Analysis

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V-Lab

Philippine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:0.00% (-14.43%)

Analysis last updated: Friday, April 26, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9999900.00
$β$	0.1234	1233520.00
$γ$	-0.2467	-2466830.00
$λ_{1}$	0.0044	23.10
$λ_{2}$	0.0862	302.29
$λ_{3}$	0.9138	1000.93

Estimation Period:
Nov 6, 1991 to Apr 26, 2024

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