Bse Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.78% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 7.23 | |
| 0.0569 | 14.29 | |
| 0.9461 | 399.55 | |
| -0.0061 | -0.90 |
Estimation Period:
Feb 3, 2017 to Feb 13, 2026
Feb 3, 2017 to Feb 13, 2026
News Impact Curve
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