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V-Lab

Philippine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:192.12% (-5.12%)
Analysis last updated: Friday, February 6, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Peso SGARCH
paramt-stat
ω1.16330.20
α0.08540.01
β0.91460.09
γ10.12390.02
γ2-0.2024-0.00
γ30.02570.00
γ40.03530.00
γ50.01840.00
γ60.05150.02
γ7-0.1217-0.05
γ80.16210.05
γ9-0.7447-0.03
γ102.88280.02
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts