US Dollar to Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3,521.69% (+316.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3976 | 4.14 | |
| 0.0922 | 19.90 | |
| 0.9990 | 6,842.47 | |
| 2.0000 | 105,263.16 |
Estimation Period:
May 18, 1992 to Feb 9, 2026
May 18, 1992 to Feb 9, 2026
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