PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
14.65%
increased by 1.70%
1 Week
14.76%
increased by 1.81%
1 Month
15.18%
increased by 2.23%
Analysis last updated: Friday, July 3, 2026 at 05:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0195 | 5.47 | |
| 0.0961 | 59.72 | |
| 0.9944 | 992.45 | |
| 6.6947 | 12.71 |
Estimation Period:
Dec 30, 1992 to Jul 3, 2026
Dec 30, 1992 to Jul 3, 2026
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