BSE 100 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.04% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 20.90 | |
| 0.0976 | 43.47 | |
| 0.8991 | 439.67 |
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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