V-Lab
V-Lab
Philippines Stock Exchange PSEi Index MEM Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:15.18% (-2.41%)

Analysis last updated: Friday, May 10, 2024 at 08:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippines Stock Exchange PSEi Index MEM
paramt-stat
ω0.81828.47
α0.954319.38
β0.00000.00
Estimation Period:
Mar 23, 1995 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts