SOFIX Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:6.10% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 18.54 | |
| 0.1677 | 29.59 | |
| 0.8299 | 185.09 | |
| 0.0568 | 3.06 |
Estimation Period:
Oct 20, 2000 to Jan 30, 2026
Oct 20, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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