PSI All-Share Index Gross Return AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
14.60%
increased by 2.41%
1 Week
14.85%
increased by 2.66%
1 Month
15.73%
increased by 3.54%
Analysis last updated: Friday, June 12, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 15.20 | |
| 0.1262 | 38.19 | |
| 0.8610 | 324.78 | |
| 0.2586 | 15.19 |
Estimation Period:
May 14, 2004 to Apr 30, 2026
May 14, 2004 to Apr 30, 2026
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