PSI 20 Portuguese Stock Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:16.76% (+6.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.51 | |
| 0.1335 | 50.99 | |
| 0.8520 | 343.98 | |
| 0.1979 | 16.58 |
Estimation Period:
Dec 30, 1992 to Jan 2, 2026
Dec 30, 1992 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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