PSI 20 Portuguese Stock Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:18.56% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 7.15 | |
| 0.2438 | 56.64 | |
| 0.9649 | 791.57 | |
| -0.0653 | -16.99 |
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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