Philippines Stock Exchange PSEi Index MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.36% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0920 | 11.03 | |
| 0.2448 | 31.87 | |
| 0.7135 | 152.24 |
Estimation Period:
Mar 23, 1995 to Dec 29, 2025
Mar 23, 1995 to Dec 29, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices