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V-Lab

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

Date Range:

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to

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1Y ·

2Y ·

5Y ·

10Y ·

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graph of Philippine Peso MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time