S&P BSE SENSEX Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.30% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 15.62 | |
| 0.1644 | 22.89 | |
| 0.9929 | 1,322.13 | |
| -0.0289 | -6.76 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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