SOFIX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.75% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 17.96 | |
| 0.1391 | 22.00 | |
| 0.8443 | 195.76 | |
| 0.0333 | 3.25 |
Estimation Period:
Oct 20, 2000 to Feb 20, 2026
Oct 20, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices