PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
13.95%
increased by 1.06%
1 Week
14.19%
increased by 1.30%
1 Month
15.05%
increased by 2.16%
Analysis last updated: Thursday, April 30, 2026 at 05:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 27.07 | |
| 0.0859 | 27.30 | |
| 0.8566 | 377.37 | |
| 0.0876 | 11.29 |
Estimation Period:
Dec 30, 1992 to Apr 30, 2026
Dec 30, 1992 to Apr 30, 2026
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