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{name} Model Equation

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Param	Value	t-stat
ωconst	4.0952	4.11***
αARCH	0.0881	8.51***
βGARCH	0.8849	58.00***

γ₁	0.2493	6.89***
γ₂	-0.3765	-5.20***
γ₃	0.2070	2.67***
γ₄	-0.1022	-1.82*
γ₅	-0.0047	-0.14
γ₆	0.0646	2.56**
γ₇	-0.0582	-2.25**
γ₈	0.0425	1.62
γ₉	-0.0605	-1.79*

Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0952	4.11***
α ARCH Response to squared shocks	0.0881	8.51***
β GARCH Volatility persistence	0.8849	58.00***

γ₁	0.2493	6.89***
γ₂	-0.3765	-5.20***
γ₃	0.2070	2.67***
γ₄	-0.1022	-1.82*
γ₅	-0.0047	-0.14
γ₆	0.0646	2.56**
γ₇	-0.0582	-2.25**
γ₈	0.0425	1.62
γ₉	-0.0605	-1.79*

V-Lab

US Dollar to Philippine Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Philippine Peso Analyses