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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0013	8.28***
α ARCH Response to squared shocks	0.0656	12.46***
β GARCH Volatility persistence	0.9293	280.40***
γ leverage Additional response to negative shocks	-0.0092	-1.10

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US Dollar to Philippine Peso GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Philippine Peso Analyses