V-Lab: Philippine Peso MF2-GARCH Volatility Analysis

V-Lab

Philippine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:0.38% (-1.68%)

Analysis last updated: Friday, August 29, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.8492	8,492,140.00
$β$	0.0036	35,710.00
$γ$	0.2944	2,944,320.00
$λ_{1}$	10.0000	100,000,000.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9952	9,952,420.00

Estimation Period:
Nov 6, 1991 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts