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V-Lab

Philippine Peso MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 25th, 2026

1 Day

0.22%

decreased by 3.78%

1 Week

0.18%

decreased by 3.82%

Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC

Date Range:

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to

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1Y ·

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graph of Philippine Peso MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time