BSE 500 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.97% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 18.90 | |
| 0.1047 | 32.47 | |
| 0.8867 | 284.93 |
Estimation Period:
Feb 1, 1999 to Feb 13, 2026
Feb 1, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices