PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.32%
decreased by 0.15%
1 Week
12.64%
increased by 0.17%
1 Month
13.75%
increased by 1.28%
Analysis last updated: Friday, June 12, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 27.09 | |
| 0.0859 | 27.29 | |
| 0.8568 | 377.96 | |
| 0.0869 | 11.23 |
Estimation Period:
Dec 30, 1992 to Jun 12, 2026
Dec 30, 1992 to Jun 12, 2026
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