PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:19.76% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8226 | 5.63 | |
| 0.1556 | 10.43 | |
| 0.7959 | 48.20 | |
| 0.1011 | 3.89 | |
| -0.2079 | -5.72 | |
| 0.1909 | 7.93 | |
| -0.1112 | -4.51 | |
| 0.0008 | 0.03 | |
| 0.0526 | 2.36 | |
| -0.0324 | -2.14 |
Estimation Period:
Dec 30, 1992 to Nov 7, 2025
Dec 30, 1992 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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