US Dollar to Philippine Peso EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.62% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 2.60 | |
| 0.0295 | 5.09 | |
| 0.9974 | 439.20 | |
| 0.0449 | 3.13 |
Estimation Period:
May 18, 1992 to Feb 6, 2026
May 18, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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