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V-Lab

Bse Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.63% (-3.55%)
Analysis last updated: Thursday, February 12, 2026 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bse Limited SGARCH
paramt-stat
ω0.93114.78
α0.07843.75
β0.75799.18
γ12.75272.50
γ2-3.6998-2.06
γ32.44871.91
γ4-3.2449-3.05
γ53.43393.31
γ6-4.1650-3.99
γ74.77875.30
γ8-3.1497-3.80
γ90.63660.57
γ10-0.3403-0.20
Estimation Period:
Feb 3, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts