US Dollar to Philippine Peso GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
5.41%
decreased by 0.05%
1 Week
5.42%
decreased by 0.04%
1 Month
5.45%
decreased by 0.01%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 8.25 | |
| 0.0657 | 12.49 | |
| 0.9294 | 280.04 | |
| -0.0095 | -1.14 |
Estimation Period:
May 18, 1992 to May 22, 2026
May 18, 1992 to May 22, 2026
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