Philippine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
7.40%
increased by 0.24%
1 Week
7.28%
increased by 0.12%
1 Month
6.88%
decreased by 0.28%
Analysis last updated: Monday, April 20, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7664 | 6.90 | |
| 0.0708 | 9.21 | |
| 0.8949 | 82.45 | |
| 0.0616 | 6.72 | |
| -0.0967 | -7.15 | |
| 0.0529 | 5.67 | |
| -0.0179 | -2.13 | |
| -0.0033 | -0.54 |
Estimation Period:
Jan 31, 2001 to Apr 17, 2026
Jan 31, 2001 to Apr 17, 2026
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