BSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.69% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 21.44 | |
| 0.0763 | 19.97 | |
| 0.8940 | 443.67 | |
| 0.0530 | 7.33 |
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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