PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:9.89% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0529 | 5.51 | |
| 0.0978 | 60.88 | |
| 0.9945 | 1,020.04 | |
| 6.7292 | 12.85 |
Estimation Period:
Dec 30, 1992 to Oct 31, 2025
Dec 30, 1992 to Oct 31, 2025
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