V-Lab
V-Lab
PSI All-Share Index Gross Return EGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:15.52% (+0.81%)

Analysis last updated: Friday, May 10, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI All-Share Index Gross Return EGARCH
paramt-stat
ω0.00654.55
α0.215438.95
β0.9716751.40
γ-0.0803-11.75
Estimation Period:
May 14, 2004 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts