V-Lab
PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, April 25th, 2025:16.64% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 30.65 | |
| 0.2401 | 77.16 | |
| 0.7544 | 249.57 | |
| 0.1364 | 26.90 | |
| 1.1009 | 25.56 |
Estimation Period:
Jul 18, 1997 to Apr 17, 2025
Jul 18, 1997 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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