Philippines Stock Exchange PSEi Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
14.88%
decreased by 0.42%
1 Week
15.36%
increased by 0.06%
1 Month
16.90%
increased by 1.60%
Analysis last updated: Saturday, May 23, 2026 at 01:51 AM 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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