V-Lab
PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:10.33% (-0.23%)
Analysis last updated: Friday, December 20, 2024 at 04:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8446 | 5.73 | |
| 0.1516 | 10.11 | |
| 0.8016 | 48.15 | |
| 0.1148 | 4.25 | |
| -0.2289 | -6.03 | |
| 0.1958 | 7.41 | |
| -0.0973 | -3.47 | |
| -0.0205 | -0.76 | |
| 0.0650 | 2.91 | |
| -0.0349 | -2.28 |
Estimation Period:
Dec 30, 1992 to Dec 20, 2024
Dec 30, 1992 to Dec 20, 2024
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