US Dollar to Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7,137.99% (+840.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8987 | 0.50 | |
| 0.0703 | 1.77 | |
| 0.9990 | 1,415.01 | |
| 2.0000 | 426.62 |
Estimation Period:
May 18, 1992 to Feb 6, 2026
May 18, 1992 to Feb 6, 2026
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