V-Lab
V-Lab
US Dollar to Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:5.44% (+0.01%)

Analysis last updated: Wednesday, May 8, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Philippine Peso GARCH
paramt-stat
ω0.00137.90
α0.062022.78
β0.9285266.43
Estimation Period:
May 18, 1992 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts