V-Lab
PSI 20 Portuguese Stock Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 1st, 2024:16.62% (+3.44%)
Analysis last updated: Thursday, October 31, 2024 at 04:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 18.98 | |
| 0.1283 | 49.20 | |
| 0.8586 | 350.29 | |
| 0.2008 | 16.23 |
Estimation Period:
Dec 30, 1992 to Oct 25, 2024
Dec 30, 1992 to Oct 25, 2024
News Impact Curve
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