PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:10.79% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 26.60 | |
| 0.0868 | 27.40 | |
| 0.8533 | 371.31 | |
| 0.0927 | 11.81 |
Estimation Period:
Dec 30, 1992 to Jan 30, 2026
Dec 30, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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