PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.78% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0597 | 18.21 | |
| 0.6873 | 82.19 | |
| 0.1974 | 29.37 | |
| 0.0065 | 3.64 | |
| 0.0495 | 8.29 | |
| 0.9457 | 148.90 |
Estimation Period:
Dec 30, 1992 to Feb 13, 2026
Dec 30, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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