Philippines Stock Exchange PSEi Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.20%
decreased by 0.33%
1 Week
18.46%
decreased by 0.07%
1 Month
19.36%
increased by 0.83%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 22.63 | |
| 0.0596 | 10.94 | |
| 0.8804 | 159.29 | |
| 0.0768 | 10.73 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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