Philippines Stock Exchange PSEi Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.09%
decreased by 0.20%
1 Week
18.36%
increased by 0.07%
1 Month
19.36%
increased by 1.07%
Analysis last updated: Friday, June 12, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 11.40 | |
| 0.1754 | 18.12 | |
| 0.9777 | 594.32 | |
| -0.0498 | -12.59 |
Estimation Period:
Jan 1, 1990 to Jun 11, 2026
Jan 1, 1990 to Jun 11, 2026
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