PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.02% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0555 | 5.50 | |
| 0.0983 | 60.36 | |
| 0.9945 | 1,000.45 | |
| 6.7328 | 12.77 |
Estimation Period:
Dec 30, 1992 to Dec 5, 2025
Dec 30, 1992 to Dec 5, 2025
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