PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.65% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0318 | 5.48 | |
| 0.0974 | 59.97 | |
| 0.9944 | 993.44 | |
| 6.7372 | 12.62 |
Estimation Period:
Dec 30, 1992 to Feb 20, 2026
Dec 30, 1992 to Feb 20, 2026
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