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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, April 13th, 2026

1 Day

0.72%

decreased by 7.20%

1 Week

0.72%

decreased by 7.20%

1 Month

0.70%

decreased by 7.22%

Analysis last updated: Friday, April 10, 2026 at 07:03 PM UTC

Date Range:

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6M ·

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