PSI All-Share Index Gross Return MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.84% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0637 | 12.75 | |
| 0.7550 | 88.99 | |
| 0.1534 | 20.70 | |
| 0.0033 | 4.13 | |
| 0.0294 | 6.37 | |
| 0.9684 | 199.99 |
Estimation Period:
May 14, 2004 to Dec 31, 2025
May 14, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices