BSE 500 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.50% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 18.92 | |
| 0.1050 | 32.47 | |
| 0.8865 | 284.31 |
Estimation Period:
Feb 1, 1999 to Feb 6, 2026
Feb 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices