V-Lab
V-Lab
PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:12.49% (-0.02%)
Analysis last updated: Thursday, July 10, 2025 at 03:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI 20 Portuguese Stock Index MF2-GARCH
paramt-stat
m21
α0.060518.36
β0.691683.66
γ0.194629.07
λ10.00633.66
λ20.04848.39
λ30.9470154.61
Estimation Period:
Dec 30, 1992 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts