PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.70% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0414 | 5.49 | |
| 0.0976 | 60.08 | |
| 0.9944 | 998.44 | |
| 6.7472 | 12.62 |
Estimation Period:
Dec 30, 1992 to Feb 6, 2026
Dec 30, 1992 to Feb 6, 2026
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