S&P BSE SENSEX Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.33% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 10.10 | |
| 0.0906 | 38.23 | |
| 0.9073 | 413.90 | |
| 0.3074 | 17.00 |
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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