SOFIX Index MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 11th, 2026
1 Day
9.73%
decreased by 0.42%
1 Week
10.16%
increased by 0.01%
1 Month
11.71%
increased by 1.56%
Analysis last updated: Saturday, May 9, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 5.53 | |
| 0.1915 | 37.65 | |
| 0.8085 | 180.30 |
Estimation Period:
Oct 23, 2000 to May 8, 2026
Oct 23, 2000 to May 8, 2026
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