V-Lab
PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:11.08% (-0.49%)
Analysis last updated: Thursday, October 10, 2024 at 03:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8532 | 5.80 | |
| 0.1510 | 10.03 | |
| 0.8024 | 48.02 | |
| 0.1189 | 4.39 | |
| -0.2349 | -6.15 | |
| 0.1969 | 7.29 | |
| -0.0935 | -3.23 | |
| -0.0259 | -0.95 | |
| 0.0683 | 3.03 | |
| -0.0362 | -2.31 |
Estimation Period:
Dec 30, 1992 to Oct 4, 2024
Dec 30, 1992 to Oct 4, 2024
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