SOFIX Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.71% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 19.07 | |
| 0.2825 | 38.96 | |
| 0.9834 | 725.23 | |
| -0.0186 | -3.01 |
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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