PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
15.65%
decreased by 0.92%
1 Week
15.83%
decreased by 0.74%
1 Month
16.46%
decreased by 0.11%
Analysis last updated: Friday, April 10, 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 | |
|---|---|---|
| 0.0243 | 27.02 | |
| 0.0857 | 27.30 | |
| 0.8570 | 377.85 | |
| 0.0875 | 11.29 |
Estimation Period:
Dec 30, 1992 to Apr 10, 2026
Dec 30, 1992 to Apr 10, 2026
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