V-Lab
PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:11.83% (-1.08%)
Analysis last updated: Friday, January 27, 2023, 04:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 29.59 | |
| 0.2416 | 77.25 | |
| 0.7538 | 248.19 | |
| 0.1465 | 29.15 | |
| 1.0925 | 24.67 |
Estimation Period:
Jul 18, 1997 to Jan 27, 2023
Jul 18, 1997 to Jan 27, 2023
News Impact Curve
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