V-Lab
V-Lab
PSI All-Share Index Gross Return MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:15.41% (+1.12%)

Analysis last updated: Friday, May 10, 2024 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI All-Share Index Gross Return MF2-GARCH
paramt-stat
m21
α0.054911.04
β0.754777.98
γ0.162420.60
λ10.00353.57
λ20.03395.97
λ30.9639164.63
Estimation Period:
May 14, 2004 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts