Philippines Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.07% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 13.43 | |
| 0.0726 | 15.18 | |
| 0.8484 | 190.14 | |
| 0.0733 | 5.23 |
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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