PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.67% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 26.98 | |
| 0.0861 | 27.30 | |
| 0.8568 | 377.26 | |
| 0.0874 | 11.20 |
Estimation Period:
Dec 30, 1992 to Mar 6, 2026
Dec 30, 1992 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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