S&P BSE SENSEX Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.16% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 15.61 | |
| 0.1644 | 22.91 | |
| 0.9930 | 1,325.71 | |
| -0.0288 | -6.76 |
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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