V-Lab
PSI 20 Portuguese Stock Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:14.28% (+0.16%)
Analysis last updated: Wednesday, May 15, 2024 at 03:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9603 | 7.01 | |
| 0.1536 | 9.60 | |
| 0.7883 | 41.43 | |
| 0.2234 | 4.35 | |
| -0.3189 | -3.74 | |
| 0.0320 | 0.47 | |
| 0.2004 | 3.41 | |
| -0.2137 | -4.00 | |
| 0.1019 | 2.06 | |
| -0.0976 | -2.01 | |
| 0.1814 | 3.47 | |
| -0.2486 | -3.27 |
Estimation Period:
Dec 30, 1992 to May 10, 2024
Dec 30, 1992 to May 10, 2024
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