PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:12.04% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0498 | 5.50 | |
| 0.0980 | 60.29 | |
| 0.9945 | 1,001.47 | |
| 6.7416 | 12.72 |
Estimation Period:
Dec 30, 1992 to Dec 19, 2025
Dec 30, 1992 to Dec 19, 2025
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