PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:13.29% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0608 | 18.42 | |
| 0.6881 | 82.54 | |
| 0.1964 | 29.22 | |
| 0.0064 | 3.67 | |
| 0.0494 | 8.35 | |
| 0.9459 | 150.52 |
Estimation Period:
Dec 30, 1992 to Nov 21, 2025
Dec 30, 1992 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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