PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:16.23% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0793 | 5.52 | |
| 0.0984 | 60.70 | |
| 0.9945 | 1,015.84 | |
| 6.7417 | 12.82 |
Estimation Period:
Dec 30, 1992 to Nov 21, 2025
Dec 30, 1992 to Nov 21, 2025
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