V-Lab: Philippine Peso MF2-GARCH Volatility Analysis

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V-Lab

Philippine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:0.14% (-1.18%)

Analysis last updated: Thursday, November 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.8014	8,013,530.00
$β$	0.0051	50,970.00
$γ$	0.3871	3,871,000.00
$λ_{1}$	10.0000	100,000,000.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9932	9,932,080.00

Estimation Period:
Nov 6, 1991 to Nov 7, 2025

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