PSI 20 Portuguese Stock Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
14.52%
decreased by 0.88%
1 Week
14.76%
decreased by 0.64%
1 Month
15.61%
increased by 0.21%
Analysis last updated: Monday, April 20, 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 | 20.77 | |
| 0.1297 | 50.61 | |
| 0.8559 | 351.51 | |
| 0.1987 | 16.53 |
Estimation Period:
Dec 30, 1992 to Apr 17, 2026
Dec 30, 1992 to Apr 17, 2026
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