BSE 500 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.93% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 11.85 | |
| 0.2029 | 27.40 | |
| 0.9770 | 725.85 | |
| -0.0719 | -13.46 |
Estimation Period:
Feb 1, 1999 to Feb 20, 2026
Feb 1, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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