SOFIX Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
14.47%
decreased by 0.63%
1 Week
14.87%
decreased by 0.23%
1 Month
16.31%
increased by 1.21%
Analysis last updated: Friday, June 12, 2026 at 02:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 18.90 | |
| 0.1699 | 28.58 | |
| 0.8239 | 169.57 | |
| 0.0398 | 2.01 |
Estimation Period:
Oct 20, 2000 to May 8, 2026
Oct 20, 2000 to May 8, 2026
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