V-Lab
PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:0.00% (-4.97%)
Analysis last updated: Friday, December 20, 2024 at 04:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 2.2198 | 17.51 | |
| 0.4927 | 15.17 | |
| 0.0299 | 0.45 |
Estimation Period:
Dec 30, 1992 to Dec 20, 2024
Dec 30, 1992 to Dec 20, 2024
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