Philippines Stock Exchange PSEi Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.53% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0923 | 31.21 | |
| 0.1878 | 28.91 | |
| 0.7216 | 158.17 | |
| 0.0876 | 7.90 |
Estimation Period:
Mar 23, 1995 to Dec 29, 2025
Mar 23, 1995 to Dec 29, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices