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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0006	1.49
αARCH	0.0498	3.35***
βGARCH	0.9255	84.42***
γleverage	-0.0270	-0.47
δpower	2.5117	5.48***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	1.49
α ARCH Response to squared shocks	0.0498	3.35***
β GARCH Volatility persistence	0.9255	84.42***
γ leverage Additional response to negative shocks	-0.0270	-0.47
δ power Transformation power	2.5117	5.48***

V-Lab

US Dollar to Philippine Peso APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Philippine Peso Analyses