US Dollar to Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
58,176.99%
increased by 4,653.95%
1 Week
58,118.83%
increased by 4,595.79%
1 Month
57,887.20%
increased by 4,364.16%
Analysis last updated: Thursday, May 28, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6745 | 3.00 | |
| 0.1023 | 16.21 | |
| 0.9990 | 6,054.55 | |
| 2.0000 | 23,529.41 |
Estimation Period:
May 18, 1992 to May 28, 2026
May 18, 1992 to May 28, 2026
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