BSE 200 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.66% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 21.76 | |
| 0.0739 | 15.29 | |
| 0.8696 | 333.94 | |
| 0.0944 | 10.21 |
Estimation Period:
Oct 29, 1996 to Feb 13, 2026
Oct 29, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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