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V-Lab
V-Lab
PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:19.13% (-2.23%)
Analysis last updated: Wednesday, November 12, 2025 at 04:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI 20 Portuguese Stock Index MF2-GARCH
paramt-stat
m21
α0.060918.45
β0.687682.37
γ0.196929.20
λ10.00643.67
λ20.04948.36
λ30.9458150.61
Estimation Period:
Dec 30, 1992 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts