SOFIX Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.78% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 17.45 | |
| 0.1531 | 23.47 | |
| 0.8469 | 219.40 | |
| 0.0551 | 3.48 | |
| 1.9004 | 27.92 |
Estimation Period:
Oct 20, 2000 to Feb 6, 2026
Oct 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices