BSE 200 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.60% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 21.77 | |
| 0.0739 | 15.29 | |
| 0.8697 | 334.24 | |
| 0.0943 | 10.20 |
Estimation Period:
Oct 29, 1996 to Feb 20, 2026
Oct 29, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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