Philippine Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:4.51% (-6.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.7276 | 7,275,630.00 | |
| 0.0224 | 224,370.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.4069 | 4,069,340.00 | |
| 0.0000 | 120.00 | |
| 0.9938 | 9,937,630.00 |
Estimation Period:
Nov 6, 1991 to Jan 23, 2026
Nov 6, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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