V-Lab
PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:15.15% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8300 | 5.69 | |
| 0.1545 | 10.30 | |
| 0.7970 | 48.07 | |
| 0.1068 | 4.07 | |
| -0.2169 | -5.89 | |
| 0.1938 | 7.80 | |
| -0.1066 | -4.12 | |
| -0.0078 | -0.30 | |
| 0.0595 | 2.67 | |
| -0.0361 | -2.33 |
Estimation Period:
Dec 30, 1992 to Jun 27, 2025
Dec 30, 1992 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
Other PSI 20 Portuguese Stock Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices