Philippines Stock Exchange PSEi Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
15.07%
decreased by 0.50%
1 Week
15.56%
decreased by 0.01%
1 Month
17.04%
increased by 1.47%
Analysis last updated: Saturday, May 23, 2026 at 01:52 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8841 | 13.62 | |
| 0.0977 | 34.81 | |
| 0.9693 | 499.89 | |
| 6.1227 | 8.21 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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