PSI 20 Portuguese Stock Index APARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
14.37%
decreased by 1.17%
1 Week
14.62%
decreased by 0.92%
1 Month
15.50%
decreased by 0.04%
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 | |
|---|---|---|
| 0.0303 | 31.82 | |
| 0.1304 | 52.25 | |
| 0.8696 | 359.05 | |
| 0.2634 | 25.12 | |
| 1.2091 | 34.45 |
Estimation Period:
Dec 30, 1992 to Apr 17, 2026
Dec 30, 1992 to Apr 17, 2026
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