V-Lab
PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:14.56% (+2.38%)
Analysis last updated: Thursday, September 19, 2024 at 03:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 30.33 | |
| 0.2382 | 79.55 | |
| 0.7564 | 258.15 | |
| 0.1426 | 29.44 | |
| 1.0907 | 24.97 |
Estimation Period:
Jul 18, 1997 to Sep 13, 2024
Jul 18, 1997 to Sep 13, 2024
News Impact Curve
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