Philippines Stock Exchange PSEi Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.35%
decreased by 0.54%
1 Week
18.63%
decreased by 0.26%
1 Month
19.56%
increased by 0.67%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 27.28 | |
| 0.1061 | 20.48 | |
| 0.8699 | 160.88 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
Other GARCH Analyses on Equity Indices