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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.7972 | 7,972,460.00 | |
| 0.0051 | 50,970.00 | |
| 0.3953 | 3,953,150.00 | |
| 10.0000 | 100,000,000.00 | |
| 0.0000 | 100.00 | |
| 0.9932 | 9,932,080.00 |
Estimation Period:
Nov 6, 1991 to Apr 24, 2026
Nov 6, 1991 to Apr 24, 2026
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