PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:10.69% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 26.54 | |
| 0.0875 | 27.44 | |
| 0.8529 | 369.86 | |
| 0.0923 | 11.72 |
Estimation Period:
Dec 30, 1992 to Dec 24, 2025
Dec 30, 1992 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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