V-Lab: Philippine Peso Spline-GARCH Volatility Analysis

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V-Lab

Philippine Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:4.49% (+0.01%)

Analysis last updated: Friday, November 21, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8150	7.08
$α$	0.0711	9.03
$β$	0.8930	79.47
$γ_{1}$	0.0666	7.05
$γ_{2}$	-0.1042	-7.41
$γ_{3}$	0.0572	5.59
$γ_{4}$	-0.0229	-2.07
$γ_{5}$	0.0102	0.60

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

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