SOFIX Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.66% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 13.24 | |
| 0.1889 | 25.36 | |
| 0.8114 | 175.64 | |
| -0.0008 | -0.07 |
Estimation Period:
Oct 23, 2000 to Apr 30, 2025
Oct 23, 2000 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices