Philippine Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:4.50% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1335 | 21.07 | |
| 0.7727 | 66.39 | |
| -0.0479 | -5.56 | |
| 0.0196 | 0.61 | |
| 0.6829 | 0.82 | |
| 0.1370 | 0.12 |
Estimation Period:
Nov 6, 1991 to Dec 19, 2025
Nov 6, 1991 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other Philippine Peso Analyses
Other MF2-GARCH Analyses on Currencies