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 Monday, April 13th, 2026
1 Day
0.72%
decreased by 7.20%
1 Week
0.72%
decreased by 7.20%
1 Month
0.70%
decreased by 7.22%
Analysis last updated: Friday, April 10, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.8486 | 8,486,490.00 | |
| 0.0051 | 50,970.00 | |
| 0.2925 | 2,925,080.00 | |
| 10.0000 | 100,000,000.00 | |
| 0.0000 | 100.00 | |
| 0.9932 | 9,932,080.00 |
Estimation Period:
Nov 6, 1991 to Apr 10, 2026
Nov 6, 1991 to Apr 10, 2026
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