BSE 500 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.18% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 11.84 | |
| 0.2030 | 27.39 | |
| 0.9770 | 725.31 | |
| -0.0719 | -13.46 |
Estimation Period:
Feb 1, 1999 to Feb 13, 2026
Feb 1, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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