PSI 20 Portuguese Stock Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:18.35% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.40 | |
| 0.1342 | 50.91 | |
| 0.8516 | 342.28 | |
| 0.1987 | 16.64 |
Estimation Period:
Dec 30, 1992 to Nov 7, 2025
Dec 30, 1992 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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