V-Lab: Philippine Peso MF2-GARCH Volatility Analysis

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V-Lab

Philippine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:3.92% (-0.16%)

Analysis last updated: Sunday, November 30, 2025 at 01:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1337	21.06
$β$	0.7730	66.53
$γ$	-0.0482	-5.59
$λ_{1}$	0.0195	0.62
$λ_{2}$	0.6802	0.83
$λ_{3}$	0.1405	0.13

Estimation Period:
Nov 6, 1991 to Nov 28, 2025

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