PSI 20 Portuguese Stock Index GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
21.96%
increased by 2.39%
1 Week
22.04%
increased by 2.47%
1 Month
22.31%
increased by 2.74%
Analysis last updated: Tuesday, March 31, 2026 at 01:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 25.39 | |
| 0.1357 | 49.55 | |
| 0.8575 | 352.75 |
Estimation Period:
Dec 30, 1992 to Mar 27, 2026
Dec 30, 1992 to Mar 27, 2026
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