V-Lab
V-Lab
Philippines Stock Exchange PSEi Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.62% (-0.53%)

Analysis last updated: Friday, April 26, 2024 at 08:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippines Stock Exchange PSEi Index MF2-GARCH
paramt-stat
m51
α0.057011.73
β0.8562140.49
γ0.083116.10
λ10.00212.97
λ20.00596.26
λ30.9929693.37
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts