PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:15.01% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0274 | 5.40 | |
| 0.0962 | 60.02 | |
| 0.9945 | 990.52 | |
| 6.6110 | 12.97 |
Estimation Period:
Dec 30, 1992 to Mar 6, 2026
Dec 30, 1992 to Mar 6, 2026
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