PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:9.32% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 26.32 | |
| 0.0871 | 27.41 | |
| 0.8539 | 372.58 | |
| 0.0918 | 11.70 |
Estimation Period:
Dec 30, 1992 to Oct 31, 2025
Dec 30, 1992 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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