SOFIX Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 18.55 | |
| 0.1676 | 29.74 | |
| 0.8308 | 187.74 | |
| 0.0559 | 3.02 |
Estimation Period:
Oct 20, 2000 to Feb 6, 2026
Oct 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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