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V-Lab
PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:16.07% (-0.77%)
Analysis last updated: Friday, November 14, 2025 at 04:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI 20 Portuguese Stock Index MF2-GARCH
paramt-stat
m21
α0.060918.43
β0.687582.29
γ0.196829.22
λ10.00643.67
λ20.04948.35
λ30.9458150.32
Estimation Period:
Dec 30, 1992 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts