S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.98% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2168 | 7.13 | |
| 0.0731 | 59.17 | |
| 0.9956 | 1,836.88 | |
| 6.4707 | 14.06 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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