PSI 20 Portuguese Stock Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.23% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 34.09 | |
| 0.1790 | 38.26 | |
| 0.7545 | 268.61 | |
| 0.1048 | 14.00 |
Estimation Period:
Jul 18, 1997 to Jan 23, 2026
Jul 18, 1997 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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