PHILIPPINES STOCK EXCHANGE PSEI INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 15.66% (-0.38)
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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: 16.18%
Avg Week Vol: 15.72% Avg Month Vol: 16.25% 1 Month Pred: 17.81%
Min Vol: 11.39% Max Vol: 88.26% 6 Months Pred: 22.92%
Avg Vol: 23.96% Vol of Vol: 24.08% 1 Year Pred: 24.65%

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