V-Lab: Philippine Peso Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Philippine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:4.15% (0.00%)

Analysis last updated: Friday, November 21, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7912	6.98
$α$	0.0705	9.06
$β$	0.8943	80.89
$γ_{1}$	0.0649	6.84
$γ_{2}$	-0.1011	-7.19
$γ_{3}$	0.0536	5.48
$γ_{4}$	-0.0165	-1.84
$γ_{5}$	-0.0048	-0.71

Estimation Period:
Jan 31, 2001 to Nov 21, 2025

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Volatility Forecasts