Philippines Stock Exchange All Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.14% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0080 | 11.07 | |
| 0.0870 | 25.92 | |
| 0.9666 | 361.34 | |
| 5.4072 | 7.46 |
Estimation Period:
Mar 25, 1999 to Feb 6, 2026
Mar 25, 1999 to Feb 6, 2026
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