Philippines Stock Exchange PSEi Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.58%
decreased by 0.37%
1 Week
17.68%
decreased by 0.27%
1 Month
18.01%
increased by 0.06%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0558 | 12.08 | |
| 0.8513 | 146.52 | |
| 0.0863 | 16.60 | |
| 0.0022 | 2.67 | |
| 0.0060 | 5.78 | |
| 0.9927 | 618.13 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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