SOFIX Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.86% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 17.66 | |
| 0.1572 | 26.39 | |
| 0.8413 | 183.49 |
Estimation Period:
Oct 20, 2000 to Feb 6, 2026
Oct 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices