PSI 20 Portuguese Stock Index APARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:11.36% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 31.56 | |
| 0.1351 | 53.71 | |
| 0.8649 | 349.04 | |
| 0.2662 | 25.80 | |
| 1.1989 | 33.77 |
Estimation Period:
Dec 30, 1992 to Nov 28, 2025
Dec 30, 1992 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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