Philippines Stock Exchange All Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.04% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 17.60 | |
| 0.1116 | 31.84 | |
| 0.8515 | 188.48 |
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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