V-Lab
PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:10.14% (-0.27%)
Analysis last updated: Monday, December 4, 2023 at 04:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 30.03 | |
| 0.2404 | 78.46 | |
| 0.7546 | 252.70 | |
| 0.1465 | 29.55 | |
| 1.0770 | 24.57 |
Estimation Period:
Jul 18, 1997 to Dec 1, 2023
Jul 18, 1997 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other PSI 20 Portuguese Stock Index Analyses