PSI 20 Portuguese Stock Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:12.98% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 33.88 | |
| 0.1810 | 38.23 | |
| 0.7520 | 265.08 | |
| 0.1066 | 14.11 |
Estimation Period:
Jul 18, 1997 to Oct 17, 2025
Jul 18, 1997 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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