PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:11.63% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 30.89 | |
| 0.2382 | 77.72 | |
| 0.7560 | 253.44 | |
| 0.1372 | 27.29 | |
| 1.1067 | 25.86 |
Estimation Period:
Jul 18, 1997 to Oct 24, 2025
Jul 18, 1997 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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