BSE 500 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.68% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 11.88 | |
| 0.2032 | 27.39 | |
| 0.9769 | 724.20 | |
| -0.0720 | -13.47 |
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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