PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:12.83% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0458 | 5.49 | |
| 0.0977 | 60.25 | |
| 0.9945 | 1,000.46 | |
| 6.7344 | 12.71 |
Estimation Period:
Dec 30, 1992 to Jan 2, 2026
Dec 30, 1992 to Jan 2, 2026
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