SOFIX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:6.28% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5981 | 4.46 | |
| 0.1969 | 48.53 | |
| 0.9759 | 186.48 | |
| 3.2750 | 37.40 |
Estimation Period:
Oct 20, 2000 to Jan 30, 2026
Oct 20, 2000 to Jan 30, 2026
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