V-Lab
PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:21.86% (-2.58%)
Analysis last updated: Friday, July 26, 2024 at 03:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0564 | 17.39 | |
| 0.6936 | 81.74 | |
| 0.1979 | 29.15 | |
| 0.0062 | 3.48 | |
| 0.0501 | 8.20 | |
| 0.9455 | 146.88 |
Estimation Period:
Dec 30, 1992 to Jul 26, 2024
Dec 30, 1992 to Jul 26, 2024
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