PSI 20 Portuguese Stock Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:10.16% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 25.21 | |
| 0.1401 | 50.08 | |
| 0.8532 | 346.12 |
Estimation Period:
Dec 30, 1992 to Oct 24, 2025
Dec 30, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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