Philippines Stock Exchange All Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.04% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 3.81 | |
| 0.1797 | 35.04 | |
| 0.9636 | 396.53 | |
| -0.0517 | -9.65 |
Estimation Period:
Mar 25, 1999 to Feb 13, 2026
Mar 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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