PSI 20 Portuguese Stock Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
19.61%
decreased by 1.31%
1 Week
19.66%
decreased by 1.26%
1 Month
19.87%
decreased by 1.05%
Analysis last updated: Thursday, April 2, 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 | |
|---|---|---|
| 0.0210 | 20.78 | |
| 0.1297 | 50.62 | |
| 0.8562 | 352.20 | |
| 0.1977 | 16.46 |
Estimation Period:
Dec 30, 1992 to Apr 2, 2026
Dec 30, 1992 to Apr 2, 2026
Other PSI 20 Portuguese Stock Index Analyses
Other AGARCH Analyses on Equity Indices