PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.96% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 30.90 | |
| 0.2380 | 77.79 | |
| 0.7562 | 253.84 | |
| 0.1371 | 27.30 | |
| 1.1053 | 25.84 |
Estimation Period:
Jul 18, 1997 to Nov 21, 2025
Jul 18, 1997 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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