PSI 20 Portuguese Stock Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.24% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8262 | 5.81 | |
| 0.1553 | 10.37 | |
| 0.7932 | 47.32 | |
| 0.1015 | 4.05 | |
| -0.2083 | -5.93 | |
| 0.1930 | 8.37 | |
| -0.1170 | -5.02 | |
| 0.0046 | 0.19 | |
| 0.0638 | 2.65 | |
| -0.0856 | -2.46 |
Estimation Period:
Dec 30, 1992 to Feb 20, 2026
Dec 30, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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