PSI 20 Portuguese Stock Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:12.36% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8339 | 5.86 | |
| 0.1552 | 10.30 | |
| 0.7936 | 47.17 | |
| 0.1067 | 4.20 | |
| -0.2164 | -6.08 | |
| 0.1953 | 8.22 | |
| -0.1115 | -4.57 | |
| -0.0053 | -0.21 | |
| 0.0721 | 2.99 | |
| -0.0922 | -2.46 |
Estimation Period:
Dec 30, 1992 to Oct 17, 2025
Dec 30, 1992 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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