PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.45% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 26.70 | |
| 0.0869 | 27.46 | |
| 0.8532 | 371.43 | |
| 0.0926 | 11.80 |
Estimation Period:
Dec 30, 1992 to Feb 13, 2026
Dec 30, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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