US Dollar to Philippine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.60% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 1.22 | |
| 0.0172 | 1.21 | |
| 0.9914 | 428.82 | |
| -0.0172 | -1.21 |
Estimation Period:
May 18, 1992 to Feb 6, 2026
May 18, 1992 to Feb 6, 2026
News Impact Curve
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