PSI 20 Portuguese Stock Index AGARCH Volatility Analysis
Volatility prediction for Thursday, July 2nd, 2026
1 Day
11.78%
increased by 0.44%
1 Week
12.15%
increased by 0.81%
1 Month
13.44%
increased by 2.10%
Analysis last updated: Wednesday, July 1, 2026 at 05:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 20.89 | |
| 0.1296 | 50.65 | |
| 0.8559 | 351.63 | |
| 0.1978 | 16.49 |
Estimation Period:
Dec 30, 1992 to Jun 26, 2026
Dec 30, 1992 to Jun 26, 2026
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