US Dollar to Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 19th, 2026
1 Day
231,343.93%
decreased by 28,686.42%
1 Week
230,741.86%
decreased by 29,288.49%
1 Month
228,359.30%
decreased by 31,671.05%
Analysis last updated: Sunday, October 18, 2026 at 03:09 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 18, 1992 to Oct 16, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.7256 | 1.62 |
| αARCH | 0.0823 | 11.39*** |
| βGARCH | 0.9974 | 1,551.16*** |
| νDF | 2.0000 | 3,294.89*** |
0.997
Persistence266d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7256 | 1.62 |
α ARCH Response to squared shocks | 0.0823 | 11.39*** |
β GARCH Volatility persistence | 0.9974 | 1,551.16*** |
ν DF Student-t tail thickness | 2.0000 | 3,294.89*** |
Persistence:
0.997
Half-life:
266 days
Other US Dollar to Philippine Peso Analyses
Other GAS-GARCH Student T Analyses on Currencies