PSI All-Share Index Gross Return EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.60% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 4.98 | |
| 0.2199 | 40.28 | |
| 0.9701 | 769.89 | |
| -0.0781 | -11.96 |
Estimation Period:
May 14, 2004 to Dec 31, 2025
May 14, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices