BSE 100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.54% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 22.96 | |
| 0.1995 | 38.22 | |
| 0.9866 | 1,317.23 | |
| -0.0384 | -9.37 |
Estimation Period:
Jan 2, 1990 to Jan 14, 2026
Jan 2, 1990 to Jan 14, 2026
News Impact Curve
Volatility Forecasts
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