Philippine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
6.04%
decreased by 0.26%
1 Week
5.99%
decreased by 0.31%
1 Month
5.82%
decreased by 0.48%
Analysis last updated: Tuesday, March 31, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7717 | 6.96 | |
| 0.0711 | 9.17 | |
| 0.8938 | 81.24 | |
| 0.0620 | 6.77 | |
| -0.0973 | -7.20 | |
| 0.0532 | 5.70 | |
| -0.0181 | -2.15 | |
| -0.0031 | -0.51 |
Estimation Period:
Jan 31, 2001 to Mar 27, 2026
Jan 31, 2001 to Mar 27, 2026
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