PSI 20 Portuguese Stock Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:22.45% (+3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 7.59 | |
| 0.2354 | 55.32 | |
| 0.9660 | 827.04 | |
| -0.0627 | -16.28 |
Estimation Period:
Dec 30, 1992 to Mar 20, 2026
Dec 30, 1992 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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