PSI All-Share Index Gross Return GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
13.92%
increased by 1.07%
1 Week
14.03%
increased by 1.18%
1 Month
14.44%
increased by 1.59%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6252 | 5.49 | |
| 0.0924 | 44.04 | |
| 0.9929 | 772.65 | |
| 7.3787 | 7.62 |
Estimation Period:
May 14, 2004 to Apr 30, 2026
May 14, 2004 to Apr 30, 2026
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