PSI All-Share Index Gross Return GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.83% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 23.13 | |
| 0.0779 | 14.08 | |
| 0.8635 | 348.62 | |
| 0.0961 | 9.92 |
Estimation Period:
May 14, 2004 to Dec 31, 2025
May 14, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices