Philippines Stock Exchange PSEi Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.75% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 27.08 | |
| 0.1058 | 20.43 | |
| 0.8707 | 161.16 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2025
Jan 1, 1990 to Dec 29, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices