V-Lab
V-Lab
Philippines Stock Exchange PSEi Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:18.63% (-0.20%)

Analysis last updated: Tuesday, April 23, 2024 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippines Stock Exchange PSEi Index GARCH
paramt-stat
ω0.050626.54
α0.106519.91
β0.8721158.71
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts