SOFIX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.85% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 17.76 | |
| 0.1406 | 21.87 | |
| 0.8422 | 190.93 | |
| 0.0341 | 3.29 |
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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