PSI 20 Portuguese Stock Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:17.51% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 25.43 | |
| 0.1360 | 49.55 | |
| 0.8572 | 351.74 |
Estimation Period:
Dec 30, 1992 to Mar 13, 2026
Dec 30, 1992 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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