PSI 20 Portuguese Stock Index MEM Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.40% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 8.55 | |
| 0.2566 | 53.00 | |
| 0.7377 | 253.26 |
Estimation Period:
Jul 18, 1997 to Mar 6, 2026
Jul 18, 1997 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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