Philippines Stock Exchange PSEi Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.00% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 23.58 | |
| 0.0939 | 15.62 | |
| 0.8821 | 174.16 | |
| 0.2050 | 13.22 | |
| 1.9820 | 30.07 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2025
Jan 1, 1990 to Dec 29, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices