SOFIX Index GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
14.24%
decreased by 0.67%
1 Week
14.60%
decreased by 0.31%
1 Month
15.92%
increased by 1.01%
Analysis last updated: Friday, June 12, 2026 at 02:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 17.86 | |
| 0.1594 | 25.80 | |
| 0.8348 | 167.56 |
Estimation Period:
Oct 20, 2000 to May 8, 2026
Oct 20, 2000 to May 8, 2026
Other GARCH Analyses on Equity Indices