BSE 500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.53% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 19.85 | |
| 0.0615 | 12.57 | |
| 0.8787 | 286.96 | |
| 0.0943 | 9.85 |
Estimation Period:
Feb 1, 1999 to Feb 20, 2026
Feb 1, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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