S&P BSE SENSEX Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.42% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 15.60 | |
| 0.1646 | 22.82 | |
| 0.9929 | 1,318.59 | |
| -0.0289 | -6.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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