Philippines Stock Exchange All Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.21% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 18.17 | |
| 0.1080 | 31.97 | |
| 0.8662 | 212.89 | |
| 0.2156 | 9.85 | |
| 1.5814 | 33.33 |
Estimation Period:
Mar 25, 1999 to Feb 6, 2026
Mar 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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