SOFIX Index MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.66% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 5.49 | |
| 0.1885 | 36.92 | |
| 0.8115 | 179.98 |
Estimation Period:
Oct 23, 2000 to Apr 30, 2025
Oct 23, 2000 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices