Philippines Stock Exchange PSEi Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
25.54%
decreased by 0.13%
1 Week
25.33%
decreased by 0.34%
1 Month
24.63%
decreased by 1.04%
Analysis last updated: Friday, June 26, 2026 at 11:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8800 | 13.77 | |
| 0.0977 | 34.88 | |
| 0.9692 | 505.05 | |
| 6.1476 | 8.20 |
Estimation Period:
Jan 1, 1990 to Jun 11, 2026
Jan 1, 1990 to Jun 11, 2026
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