Philippines Stock Exchange PSEi Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.66%
decreased by 0.22%
1 Week
17.04%
increased by 0.16%
1 Month
18.27%
increased by 1.39%
Analysis last updated: Friday, June 12, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 13.80 | |
| 0.0990 | 19.56 | |
| 0.8782 | 155.52 | |
| 0.3443 | 10.99 |
Estimation Period:
Jan 1, 1990 to Jun 11, 2026
Jan 1, 1990 to Jun 11, 2026
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