PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:10.65% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0605 | 18.40 | |
| 0.6900 | 82.80 | |
| 0.1948 | 29.08 | |
| 0.0064 | 3.66 | |
| 0.0493 | 8.33 | |
| 0.9459 | 150.41 |
Estimation Period:
Dec 30, 1992 to Oct 24, 2025
Dec 30, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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