US Dollar to Philippine Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.23% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0298 | -1.60 | |
| 0.0385 | 21.05 | |
| 0.9382 | 173.87 | |
| -1.0416 | -3.95 |
Estimation Period:
May 18, 1992 to Feb 6, 2026
May 18, 1992 to Feb 6, 2026
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