PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.23% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0449 | 5.49 | |
| 0.0977 | 60.15 | |
| 0.9944 | 998.44 | |
| 6.7415 | 12.66 |
Estimation Period:
Dec 30, 1992 to Jan 23, 2026
Dec 30, 1992 to Jan 23, 2026
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