Philippine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.42%
increased by 0.46%
1 Week
5.42%
increased by 0.46%
1 Month
5.39%
increased by 0.43%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7511 | 6.92 | |
| 0.0708 | 9.23 | |
| 0.8947 | 82.65 | |
| 0.0603 | 6.70 | |
| -0.0949 | -7.17 | |
| 0.0525 | 5.76 | |
| -0.0182 | -2.22 | |
| -0.0031 | -0.51 |
Estimation Period:
Jan 31, 2001 to Jun 12, 2026
Jan 31, 2001 to Jun 12, 2026
Other Philippine Peso Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies