US Dollar to Philippine Peso APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.00% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 2.08 | |
| 0.0035 | 0.00 | |
| 0.9120 | 31.46 | |
| -0.9999 | -0.00 | |
| 3.0000 | 1.79 |
Estimation Period:
May 18, 1992 to Feb 6, 2026
May 18, 1992 to Feb 6, 2026
News Impact Curve
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