PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.63% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 26.66 | |
| 0.0869 | 27.41 | |
| 0.8533 | 371.31 | |
| 0.0925 | 11.78 |
Estimation Period:
Dec 30, 1992 to Feb 6, 2026
Dec 30, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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