Philippines Stock Exchange All Share Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.24% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0414 | 5.28 | |
| 0.1093 | 7.55 | |
| 0.8205 | 34.24 | |
| -0.1252 | -1.52 | |
| 0.1988 | 1.67 | |
| -0.0808 | -1.13 | |
| -0.0759 | -1.19 | |
| 0.2034 | 2.65 | |
| -0.2243 | -2.34 | |
| 0.2521 | 2.30 | |
| -0.3525 | -2.59 | |
| 0.4305 | 2.78 |
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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