V-Lab
V-Lab
Philippines Stock Exchange PSEi Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:18.29% (-1.00%)

Analysis last updated: Friday, May 10, 2024 at 08:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippines Stock Exchange PSEi Index GAS-GARCH-T
paramt-stat
ω1.951612.47
α0.098434.52
β0.9715493.64
ν68.27
Estimation Period:
Jan 1, 1990 to May 10, 2024