Philippines Stock Exchange PSEi Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
24.94%
decreased by 1.11%
1 Week
24.51%
decreased by 1.54%
1 Month
23.30%
decreased by 2.75%
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 | |
|---|---|---|
| 51 | ||
| 0.0556 | 12.08 | |
| 0.8512 | 146.66 | |
| 0.0866 | 16.63 | |
| 0.0022 | 2.66 | |
| 0.0060 | 5.79 | |
| 0.9927 | 620.06 |
Estimation Period:
Jan 1, 1990 to Jun 11, 2026
Jan 1, 1990 to Jun 11, 2026
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