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PSI 20 Portuguese Stock Index MEM Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:16.57% (-0.63%)
Analysis last updated: Monday, November 10, 2025 at 04:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI 20 Portuguese Stock Index MEM
paramt-stat
ω0.02318.45
α0.259652.92
β0.7351249.85
Estimation Period:
Jul 18, 1997 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts