V-Lab: Philippine Peso MF2-GARCH Volatility Analysis

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V-Lab

Philippine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:0.00% (0.00%)

Analysis last updated: Monday, October 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.8142	8,141,840.00
$β$	0.0051	50,970.00
$γ$	0.3614	3,614,380.00
$λ_{1}$	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 Oct 10, 2025

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