Philippines Stock Exchange PSEi Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.21%
decreased by 0.33%
1 Week
18.48%
decreased by 0.06%
1 Month
19.37%
increased by 0.83%
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 | |
|---|---|---|
| 0.0478 | 23.86 | |
| 0.0943 | 15.57 | |
| 0.8810 | 172.87 | |
| 0.2050 | 13.34 | |
| 1.9831 | 30.10 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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