US Dollar to Philippine Peso GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:29.67% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 5.18 | |
| 0.0104 | 6.18 | |
| 0.9896 | 397.74 |
Estimation Period:
May 18, 1992 to Feb 27, 2026
May 18, 1992 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Currencies