BSE 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.25% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0458 | 6.76 | |
| 0.0889 | 39.28 | |
| 0.9893 | 654.27 | |
| 6.8782 | 7.84 |
Estimation Period:
Feb 1, 1999 to Feb 6, 2026
Feb 1, 1999 to Feb 6, 2026
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