Philippine Peso MF2-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
0.14%
decreased by 2.01%
1 Week
0.10%
decreased by 0.04%
Analysis last updated: Sunday, March 22, 2026 at 01:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.9115 | 9,115,120.00 | |
| 0.0051 | 50,970.00 | |
| 0.1668 | 1,667,820.00 | |
| 10.0000 | 100,000,000.00 | |
| 0.0000 | 100.00 | |
| 0.9932 | 9,932,080.00 |
Estimation Period:
Nov 6, 1991 to Mar 20, 2026
Nov 6, 1991 to Mar 20, 2026
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