Philippines Stock Exchange PSEi Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.84% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 11.37 | |
| 0.1751 | 18.10 | |
| 0.9780 | 601.48 | |
| -0.0498 | -12.56 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2025
Jan 1, 1990 to Dec 29, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices