PHILIPPINES STOCK EXCHANGE PSEI INDEX GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 14.89% (-0.46)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (PHP): ₱ 7275.38 Return: -0.06% 1 Week Pred: 15.42%
Avg Week Vol: 15.29% Avg Month Vol: 15.51% 1 Month Pred: 17.07%
Min Vol: 11.46% Max Vol: 91.39% 6 Months Pred: 22.2%
Avg Vol: 23.86% Vol of Vol: 23.86% 1 Year Pred: 23.93%