PSI 20 Portuguese Stock Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:11.32% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 25.35 | |
| 0.1407 | 50.25 | |
| 0.8523 | 344.36 |
Estimation Period:
Dec 30, 1992 to Dec 24, 2025
Dec 30, 1992 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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