PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
19.59%
decreased by 1.07%
1 Week
19.64%
decreased by 1.02%
1 Month
19.82%
decreased by 0.84%
Analysis last updated: Thursday, April 2, 2026 at 05:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 26.95 | |
| 0.0858 | 27.32 | |
| 0.8572 | 378.62 | |
| 0.0871 | 11.26 |
Estimation Period:
Dec 30, 1992 to Apr 2, 2026
Dec 30, 1992 to Apr 2, 2026
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