S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:13.89% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 16.90 | |
| 0.0652 | 19.12 | |
| 0.9110 | 439.02 | |
| 0.0477 | 7.68 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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