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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of US Dollar to Philippine Peso GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time