BSE 200 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.50% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 14.57 | |
| 0.2308 | 40.47 | |
| 0.9742 | 862.86 | |
| -0.0714 | -13.75 |
Estimation Period:
Oct 29, 1996 to Feb 6, 2026
Oct 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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