V-Lab
PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:12.10% (-0.38%)
Analysis last updated: Wednesday, May 15, 2024 at 03:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 30.29 | |
| 0.2390 | 79.00 | |
| 0.7557 | 255.72 | |
| 0.1434 | 29.40 | |
| 1.0855 | 24.74 |
Estimation Period:
Jul 18, 1997 to May 10, 2024
Jul 18, 1997 to May 10, 2024
News Impact Curve
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