PSI 20 Portuguese Stock Index APARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
14.65%
increased by 0.84%
1 Week
14.89%
increased by 1.08%
1 Month
15.72%
increased by 1.91%
Analysis last updated: Thursday, April 30, 2026 at 05:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 31.79 | |
| 0.1305 | 52.27 | |
| 0.8695 | 358.85 | |
| 0.2631 | 25.11 | |
| 1.2087 | 34.44 |
Estimation Period:
Dec 30, 1992 to Apr 30, 2026
Dec 30, 1992 to Apr 30, 2026
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