Philippines Stock Exchange PSEi Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.49%
increased by 0.69%
1 Week
21.55%
increased by 0.75%
1 Month
21.74%
increased by 0.94%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0924 | 31.38 | |
| 0.1872 | 29.08 | |
| 0.7224 | 159.47 | |
| 0.0862 | 7.85 |
Estimation Period:
Mar 23, 1995 to Apr 30, 2026
Mar 23, 1995 to Apr 30, 2026
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