V-Lab
V-Lab
Philippines Stock Exchange PSEi Index APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:19.09% (+2.41%)

Analysis last updated: Thursday, May 9, 2024 at 08:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippines Stock Exchange PSEi Index APARCH
paramt-stat
ω0.045423.20
α0.094915.35
β0.8832171.69
γ0.202012.81
δ1.975029.52
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts