Philippines Stock Exchange PSEi Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
26.33%
decreased by 0.94%
1 Week
26.22%
decreased by 1.05%
1 Month
25.85%
decreased by 1.42%
Analysis last updated: Friday, June 26, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 22.61 | |
| 0.0595 | 10.94 | |
| 0.8805 | 159.72 | |
| 0.0768 | 10.76 |
Estimation Period:
Jan 1, 1990 to Jun 11, 2026
Jan 1, 1990 to Jun 11, 2026
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