V-Lab: Philippine Peso MF2-GARCH Volatility Analysis

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V-Lab

Philippine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:3.91% (-0.01%)

Analysis last updated: Friday, November 21, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$α$	0.1033	36.21
$β$	0.8957	362.93
$γ$	-0.0268	-5.22
$λ_{1}$	0.1397	43.29

Estimation Period:
Nov 6, 1991 to Nov 21, 2025

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