Philippine Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:4.35% (-7.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.7815 | 7,815,390.00 | |
| 0.0051 | 50,970.00 | |
| 0.4267 | 4,267,300.00 | |
| 10.0000 | 100,000,000.00 | |
| 0.0000 | 100.00 | |
| 0.9932 | 9,932,080.00 |
Estimation Period:
Nov 6, 1991 to Oct 24, 2025
Nov 6, 1991 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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