SOFIX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.65% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.2940 | 4.71 | |
| 0.1947 | 131.20 | |
| 0.9953 | 1,048.84 | |
| 3.2715 | 86.15 |
Estimation Period:
Oct 20, 2000 to Feb 20, 2026
Oct 20, 2000 to Feb 20, 2026
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