PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:15.21% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8294 | 5.70 | |
| 0.1560 | 10.46 | |
| 0.7952 | 48.12 | |
| 0.1021 | 3.96 | |
| -0.2092 | -5.79 | |
| 0.1918 | 8.00 | |
| -0.1126 | -4.59 | |
| 0.0022 | 0.09 | |
| 0.0517 | 2.31 | |
| -0.0321 | -2.11 |
Estimation Period:
Dec 30, 1992 to Nov 21, 2025
Dec 30, 1992 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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