Philippines Stock Exchange PSEi Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.75% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0556 | 12.01 | |
| 0.8527 | 145.58 | |
| 0.0858 | 16.50 | |
| 0.0021 | 2.72 | |
| 0.0060 | 6.00 | |
| 0.9928 | 645.49 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2025
Jan 1, 1990 to Dec 29, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices