Philippine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.33% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2129 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.0021 | 0.00 | |
| -0.0000 | -0.00 |
Estimation Period:
Jan 31, 2001 to Feb 13, 2026
Jan 31, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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