PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:10.39% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 26.56 | |
| 0.0871 | 27.40 | |
| 0.8533 | 371.01 | |
| 0.0922 | 11.74 |
Estimation Period:
Dec 30, 1992 to Jan 9, 2026
Dec 30, 1992 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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