PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:28.87% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 26.67 | |
| 0.0864 | 27.44 | |
| 0.8535 | 372.04 | |
| 0.0929 | 11.86 |
Estimation Period:
Dec 30, 1992 to Feb 27, 2026
Dec 30, 1992 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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