S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.16% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2078 | 7.14 | |
| 0.0732 | 58.86 | |
| 0.9955 | 1,813.36 | |
| 6.4790 | 13.96 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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