V-Lab
V-Lab
Philippines Stock Exchange PSEi Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:20.32% (+2.16%)

Analysis last updated: Thursday, May 9, 2024 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippines Stock Exchange PSEi Index EGARCH
paramt-stat
ω0.021811.39
α0.176417.57
β0.9782597.57
γ-0.0496-12.43
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts