Philippine Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:0.16% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.8792 | 8,792,420.00 | |
| 0.0051 | 50,970.00 | |
| 0.2313 | 2,313,220.00 | |
| 10.0000 | 100,000,000.00 | |
| 0.0000 | 100.00 | |
| 0.9932 | 9,932,080.00 |
Estimation Period:
Nov 6, 1991 to Mar 14, 2026
Nov 6, 1991 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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