S&P BSE SENSEX Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.20% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 10.12 | |
| 0.0906 | 38.24 | |
| 0.9073 | 413.90 | |
| 0.3075 | 17.00 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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