SOFIX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1703 | 1,703,360.00 | |
| 0.7880 | 7,879,920.00 | |
| 0.0833 | 833,450.00 | |
| 0.1581 | 1,580,660.00 | |
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Oct 20, 2000 to Feb 20, 2026
Oct 20, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices