US Dollar to Philippine Peso AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.77%
increased by 3.74%
1 Week
8.73%
increased by 3.70%
1 Month
8.57%
increased by 3.54%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 8.89 | |
| 0.0613 | 22.93 | |
| 0.9298 | 271.62 | |
| -0.0353 | -2.90 |
Estimation Period:
May 18, 1992 to Jun 12, 2026
May 18, 1992 to Jun 12, 2026
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