SOFIX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.15% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9362 | 4.17 | |
| 0.1961 | 53.36 | |
| 0.9797 | 208.86 | |
| 3.2705 | 40.63 |
Estimation Period:
Oct 20, 2000 to Feb 6, 2026
Oct 20, 2000 to Feb 6, 2026
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