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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 Thursday, April 30th, 2026

1 Day

6.76%

decreased by 1.74%

1 Week

6.69%

decreased by 1.81%

1 Month

6.44%

decreased by 2.06%

Analysis last updated: Wednesday, April 29, 2026 at 07:02 PM UTC

Date Range:

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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