SOFIX Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.72% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 17.78 | |
| 0.1564 | 26.67 | |
| 0.8436 | 190.03 |
Estimation Period:
Oct 20, 2000 to Feb 20, 2026
Oct 20, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices