PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:10.59% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8310 | 5.66 | |
| 0.1545 | 10.42 | |
| 0.7979 | 48.83 | |
| 0.1018 | 3.91 | |
| -0.2085 | -5.72 | |
| 0.1909 | 7.88 | |
| -0.1115 | -4.50 | |
| 0.0016 | 0.06 | |
| 0.0511 | 2.27 | |
| -0.0308 | -2.01 |
Estimation Period:
Dec 30, 1992 to Oct 31, 2025
Dec 30, 1992 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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