Philippines Stock Exchange PSEi Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.11% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 13.56 | |
| 0.0989 | 19.53 | |
| 0.8790 | 155.94 | |
| 0.3439 | 10.89 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2025
Jan 1, 1990 to Dec 29, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices