PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:18.78% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 26.51 | |
| 0.0876 | 27.48 | |
| 0.8527 | 368.82 | |
| 0.0929 | 11.77 |
Estimation Period:
Dec 30, 1992 to Nov 7, 2025
Dec 30, 1992 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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