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V-Lab
V-Lab
PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:11.35% (-0.45%)
Analysis last updated: Tuesday, October 14, 2025 at 03:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI 20 Portuguese Stock Index GJR-GARCH
paramt-stat
ω0.024326.33
α0.087227.42
β0.8538371.87
γ0.091811.69
Estimation Period:
Dec 30, 1992 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts