V-Lab
PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:12.84% (-0.53%)
Analysis last updated: Tuesday, April 16, 2024 at 03:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0565 | 17.10 | |
| 0.6897 | 80.35 | |
| 0.2010 | 29.12 | |
| 0.0062 | 3.46 | |
| 0.0511 | 8.16 | |
| 0.9444 | 143.09 |
Estimation Period:
Dec 30, 1992 to Apr 12, 2024
Dec 30, 1992 to Apr 12, 2024
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