PSI All-Share Index Gross Return AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.32% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 14.36 | |
| 0.1308 | 37.38 | |
| 0.8561 | 308.95 | |
| 0.2684 | 16.16 |
Estimation Period:
May 14, 2004 to Dec 31, 2025
May 14, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices