PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:14.04% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 31.06 | |
| 0.2360 | 77.72 | |
| 0.7581 | 256.36 | |
| 0.1368 | 27.30 | |
| 1.1087 | 25.99 |
Estimation Period:
Jul 18, 1997 to Jan 16, 2026
Jul 18, 1997 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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