SOFIX Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:5.91% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 18.62 | |
| 0.1673 | 30.06 | |
| 0.8326 | 193.62 | |
| 0.0541 | 2.95 |
Estimation Period:
Oct 20, 2000 to Feb 20, 2026
Oct 20, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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