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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6213	24.13***
α ARCH Response to squared shocks	0.0484	135.19***
β GARCH Volatility persistence	0.9987
ν DF Student-t tail thickness	2.0000

V-Lab

US Dollar to Philippine Peso GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Philippine Peso Analyses