PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:12.10% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 26.54 | |
| 0.0876 | 27.46 | |
| 0.8528 | 369.68 | |
| 0.0924 | 11.73 |
Estimation Period:
Dec 30, 1992 to Nov 28, 2025
Dec 30, 1992 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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