Philippines Stock Exchange PSEi Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.84%
decreased by 0.03%
1 Week
21.98%
increased by 0.11%
1 Month
22.39%
increased by 0.52%
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 | |
|---|---|---|
| 0.0920 | 11.15 | |
| 0.2433 | 32.01 | |
| 0.7146 | 153.63 |
Estimation Period:
Mar 23, 1995 to Apr 30, 2026
Mar 23, 1995 to Apr 30, 2026
Other MEM Analyses on Equity Indices