V-Lab
V-Lab
Philippines Stock Exchange PSEi Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:17.85% (-0.49%)

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 GJR-GARCH
paramt-stat
ω0.046022.11
α0.060610.85
β0.8823157.98
γ0.075810.49
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts