BSE 500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.61% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 19.86 | |
| 0.0617 | 12.57 | |
| 0.8785 | 286.43 | |
| 0.0944 | 9.82 |
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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