SOFIX Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
13.80%
decreased by 0.12%
1 Week
14.24%
increased by 0.32%
1 Month
15.96%
increased by 2.04%
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 | |
|---|---|---|
| 0.0258 | 17.05 | |
| 0.2684 | 32.00 | |
| 0.9794 | 644.37 | |
| -0.0133 | -2.14 |
Estimation Period:
Oct 20, 2000 to May 8, 2026
Oct 20, 2000 to May 8, 2026
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