BSE 200 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.45% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 21.79 | |
| 0.0741 | 15.29 | |
| 0.8695 | 333.64 | |
| 0.0943 | 10.18 |
Estimation Period:
Oct 29, 1996 to Feb 6, 2026
Oct 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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