V-Lab
PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:13.12% (+0.26%)
Analysis last updated: Friday, June 2, 2023 at 03:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 29.92 | |
| 0.2430 | 77.99 | |
| 0.7520 | 247.94 | |
| 0.1459 | 29.38 | |
| 1.0930 | 24.81 |
Estimation Period:
Jul 18, 1997 to Jun 2, 2023
Jul 18, 1997 to Jun 2, 2023
News Impact Curve
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