PSI All-Share Index Gross Return GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.27% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 21.29 | |
| 0.1406 | 40.04 | |
| 0.8542 | 298.48 |
Estimation Period:
May 14, 2004 to Dec 31, 2025
May 14, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices