BSE 500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.70% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 11.62 | |
| 0.1164 | 32.80 | |
| 0.8665 | 248.70 | |
| 0.4101 | 21.74 |
Estimation Period:
Feb 1, 1999 to Feb 6, 2026
Feb 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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