Philippines Stock Exchange All Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.84% (-6.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9073 | 9,072,510.00 | |
| 0.0468 | 467,810.00 | |
| 0.0919 | 919,350.00 | |
| 0.4971 | 14.41 | |
| 0.5008 | 15.45 | |
| 0.0000 | 0.00 |
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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