SOFIX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:5.79% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 17.84 | |
| 0.1399 | 21.95 | |
| 0.8432 | 193.45 | |
| 0.0337 | 3.27 |
Estimation Period:
Oct 20, 2000 to Feb 13, 2026
Oct 20, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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