PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:12.61% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0626 | 5.50 | |
| 0.0977 | 60.96 | |
| 0.9946 | 1,021.10 | |
| 6.7109 | 12.90 |
Estimation Period:
Dec 30, 1992 to Oct 10, 2025
Dec 30, 1992 to Oct 10, 2025
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