Philippines Stock Exchange PSEi Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.11%
decreased by 0.70%
1 Week
17.42%
decreased by 0.39%
1 Month
18.41%
increased by 0.60%
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 | |
|---|---|---|
| 1.8800 | 13.77 | |
| 0.0977 | 34.88 | |
| 0.9692 | 505.05 | |
| 6.1476 | 8.20 |
Estimation Period:
Jan 1, 1990 to Jun 11, 2026
Jan 1, 1990 to Jun 11, 2026
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