V-Lab
PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:11.89% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 30.82 | |
| 0.2395 | 77.46 | |
| 0.7548 | 251.01 | |
| 0.1371 | 27.16 | |
| 1.0945 | 25.51 |
Estimation Period:
Jul 18, 1997 to Jul 11, 2025
Jul 18, 1997 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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