PSI 20 Portuguese Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.79%
decreased by 0.53%
1 Week
14.04%
decreased by 0.28%
1 Month
14.93%
increased by 0.61%
Analysis last updated: Tuesday, May 26, 2026 at 01:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 27.07 | |
| 0.0859 | 27.31 | |
| 0.8567 | 377.76 | |
| 0.0872 | 11.25 |
Estimation Period:
Dec 30, 1992 to May 22, 2026
Dec 30, 1992 to May 22, 2026
Other PSI 20 Portuguese Stock Index Analyses
Other GJR-GARCH Analyses on Equity Indices