BSE 500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.46% (+3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 11.61 | |
| 0.1162 | 32.79 | |
| 0.8667 | 249.04 | |
| 0.4103 | 21.72 |
Estimation Period:
Feb 1, 1999 to Feb 20, 2026
Feb 1, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices