PSI 20 Portuguese Stock Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:9.11% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 20.17 | |
| 0.1330 | 50.87 | |
| 0.8530 | 345.89 | |
| 0.1985 | 16.56 |
Estimation Period:
Dec 30, 1992 to Oct 31, 2025
Dec 30, 1992 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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