PSI 20 Portuguese Stock Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:17.32% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 33.93 | |
| 0.1807 | 38.23 | |
| 0.7523 | 265.82 | |
| 0.1067 | 14.14 |
Estimation Period:
Jul 18, 1997 to Nov 14, 2025
Jul 18, 1997 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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