PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:13.36% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8147 | 5.58 | |
| 0.1542 | 10.44 | |
| 0.7974 | 48.74 | |
| 0.0968 | 3.75 | |
| -0.2010 | -5.57 | |
| 0.1890 | 8.03 | |
| -0.1159 | -4.88 | |
| 0.0092 | 0.37 | |
| 0.0461 | 2.05 | |
| -0.0297 | -1.95 |
Estimation Period:
Dec 30, 1992 to Feb 20, 2026
Dec 30, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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