PSI 20 Portuguese Stock Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:13.36% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 34.07 | |
| 0.1793 | 38.24 | |
| 0.7543 | 268.13 | |
| 0.1049 | 13.99 |
Estimation Period:
Jul 18, 1997 to Jan 9, 2026
Jul 18, 1997 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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