Philippines Stock Exchange PSEi Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.83% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8917 | 13.52 | |
| 0.0983 | 34.75 | |
| 0.9695 | 500.79 | |
| 6.1343 | 8.23 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2025
Jan 1, 1990 to Dec 29, 2025
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