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 Tuesday, July 7th, 2026
1 Day
0.74%
increased by 0.66%
1 Week
32,038,548,281,718,385,000,000.00%
increased by 32,038,548,281,718,385,000,000.00%
1 Month
1,406,173,957,944,037,500,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 1,406,173,957,944,037,500,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0024 | 24,320.00 | |
| -0.0048 | -48,440.00 | |
| 10.0000 | 100,000,000.00 | |
| 0.0000 | 100.00 | |
| 0.9903 | 9,903,010.00 |
Estimation Period:
Nov 6, 1991 to Jul 3, 2026
Nov 6, 1991 to Jul 3, 2026
Other Philippine Peso Analyses
Other MF2-GARCH Analyses on Currencies