V-Lab
PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:15.67% (+1.22%)
Analysis last updated: Friday, July 26, 2024 at 03:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 30.31 | |
| 0.2377 | 79.13 | |
| 0.7569 | 257.80 | |
| 0.1434 | 29.49 | |
| 1.0964 | 25.06 |
Estimation Period:
Jul 18, 1997 to Jul 26, 2024
Jul 18, 1997 to Jul 26, 2024
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