{"id":"W4401512508","doi":"10.3390/jrfm17080346","title":"Econometric Analysis of SOFIX Index with GARCH Models","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Index (typography); Econometrics; Economics; Statistics; Econometric model; Mathematics; Computer science; Volatility (finance)","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001110615,0.0001525826,0.0007119271,0.002870149,0.00007281276,0.00007940371,0.0001814753,0.00007788713,0.00003734583],"category_scores_gemma":[0.00004905388,0.0001376239,0.0002841858,0.002101783,0.00005942068,0.0003715089,0.00006717077,0.0002536869,0.000005600842],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006532053,"about_ca_system_score_gemma":0.00003177514,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002096215,"about_ca_topic_score_gemma":0.00006254514,"domain_scores_codex":[0.9984214,0.00001408787,0.0009784242,0.000279148,0.00009508805,0.0002118198],"domain_scores_gemma":[0.9990879,0.00007840346,0.0004966242,0.0001886257,0.00007151431,0.00007687698],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0002941233,0.0001939781,0.1943878,0.000310945,0.001298067,0.00007650948,0.001925616,0.07685842,5.781442e-7,0.4848338,0.0002112861,0.2396088],"study_design_scores_gemma":[0.0009377916,0.0004359862,0.4093827,0.0001605286,0.001120465,0.000007649888,0.0002252729,0.3987675,0.000005051475,0.1609531,0.02760983,0.0003941744],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4995343,0.01197809,0.4859286,0.00003748822,0.0002138222,0.00009402402,0.00007266809,0.000007872942,0.002133086],"genre_scores_gemma":[0.9887371,0.008798764,0.002215486,0.00002227074,0.00009082249,0.000003306659,0.000002459606,0.00001441165,0.0001153589],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4892028,"threshold_uncertainty_score":0.561214,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01970386934576277,"score_gpt":0.2152181288789301,"score_spread":0.1955142595331674,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}