Philippine Peso Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
7.52%
increased by 0.23%
1 Week
7.42%
increased by 0.13%
1 Month
7.07%
decreased by 0.22%
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 | |
|---|---|---|
| 1.7863 | 6.97 | |
| 0.0710 | 9.18 | |
| 0.8946 | 81.84 | |
| 0.0630 | 6.88 | |
| -0.0992 | -7.31 | |
| 0.0553 | 5.67 | |
| -0.0217 | -2.08 | |
| 0.0051 | 0.33 |
Estimation Period:
Jan 31, 2001 to Apr 17, 2026
Jan 31, 2001 to Apr 17, 2026
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