V-Lab
V-Lab
PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:15.70% (-0.52%)
Analysis last updated: Thursday, May 8, 2025 at 03:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI 20 Portuguese Stock Index MF2-GARCH
paramt-stat
m21
α0.059918.00
β0.689281.93
γ0.195428.92
λ10.00643.60
λ20.05008.24
λ30.9455147.43
Estimation Period:
Dec 30, 1992 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts