V-Lab
PSI 20 Portuguese Stock Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:18.06% (-1.55%)
Analysis last updated: Friday, July 26, 2024 at 03:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9611 | 6.91 | |
| 0.1509 | 9.59 | |
| 0.7936 | 42.66 | |
| 0.2216 | 4.38 | |
| -0.3195 | -3.81 | |
| 0.0398 | 0.59 | |
| 0.1911 | 3.25 | |
| -0.2073 | -3.89 | |
| 0.0922 | 1.86 | |
| -0.0773 | -1.55 | |
| 0.1528 | 2.80 | |
| -0.2038 | -2.53 |
Estimation Period:
Dec 30, 1992 to Jul 26, 2024
Dec 30, 1992 to Jul 26, 2024
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