V-Lab
V-Lab
Philippines Stock Exchange PSEi Index AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:17.23% (-0.73%)

Analysis last updated: Friday, April 26, 2024 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippines Stock Exchange PSEi Index AGARCH
paramt-stat
ω0.037213.39
α0.099719.09
β0.8800153.81
γ0.335910.34
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts