US Dollar to Philippine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
91,162.30%
decreased by 396.79%
1 Week
91,071.18%
decreased by 487.91%
1 Month
90,708.23%
decreased by 850.86%
Analysis last updated: Tuesday, June 9, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6864 | 6.09 | |
| 0.0881 | 28.25 | |
| 0.9990 | 10,741.94 | |
| 2.0000 | 100,000.00 |
Estimation Period:
May 18, 1992 to Jun 9, 2026
May 18, 1992 to Jun 9, 2026
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