PSI 20 Portuguese Stock Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:12.99% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 7.09 | |
| 0.2429 | 56.50 | |
| 0.9652 | 795.73 | |
| -0.0649 | -16.91 |
Estimation Period:
Dec 30, 1992 to Oct 17, 2025
Dec 30, 1992 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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