PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.33% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8210 | 5.63 | |
| 0.1533 | 10.40 | |
| 0.7985 | 48.93 | |
| 0.0983 | 3.82 | |
| -0.2032 | -5.63 | |
| 0.1898 | 8.03 | |
| -0.1161 | -4.86 | |
| 0.0091 | 0.37 | |
| 0.0462 | 2.05 | |
| -0.0299 | -1.96 |
Estimation Period:
Dec 30, 1992 to Feb 13, 2026
Dec 30, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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