SOFIX Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.05% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 18.54 | |
| 0.2786 | 37.43 | |
| 0.9824 | 695.74 | |
| -0.0185 | -2.98 |
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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