US Dollar to Philippine Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.23% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.7282 | 7,281,750.00 | |
| 0.0218 | 218,250.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.9088 | 9,087,630.00 | |
| 0.0000 | 100.00 | |
| 0.9947 | 9,947,320.00 |
Estimation Period:
May 18, 1992 to Feb 6, 2026
May 18, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Currencies