PSI 20 Portuguese Stock Index GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:19.55% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 25.34 | |
| 0.1412 | 50.17 | |
| 0.8520 | 343.15 |
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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