Philippines Stock Exchange PSEi Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.53%
decreased by 0.74%
1 Week
19.68%
decreased by 0.59%
1 Month
20.13%
decreased by 0.14%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM 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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