BSE 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.09% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0459 | 11.24 | |
| 0.7650 | 94.03 | |
| 0.1489 | 20.36 | |
| 0.0063 | 3.62 | |
| 0.0519 | 5.82 | |
| 0.9460 | 100.23 |
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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