PSI 20 Portuguese Stock Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:10.69% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 31.58 | |
| 0.1344 | 53.76 | |
| 0.8656 | 351.59 | |
| 0.2668 | 25.92 | |
| 1.2021 | 33.84 |
Estimation Period:
Dec 30, 1992 to Jan 30, 2026
Dec 30, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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