PHILIPPINES STOCK EXCHANGE PSEI INDEX AGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 15.34% (-0.08)
  • COMPARE menu down arrow
    • Philippines Stock Exchange PSEi Index»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (PHP): ₱ 7279.87 Return: -0.43% 1 Week Pred: 15.91%
Avg Week Vol: 14.98% Avg Month Vol: 15.53% 1 Month Pred: 17.66%
Min Vol: 11.25% Max Vol: 84.78% 6 Months Pred: 22.84%
Avg Vol: 23.86% Vol of Vol: 23.78% 1 Year Pred: 24.46%

Documentation