V-Lab
V-Lab

S&P BSE SENSEX Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:14.24% (-0.98%)

Analysis last updated: Tuesday, April 23, 2024 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P BSE SENSEX Index AMEM
paramt-stat
ω0.026426.16
α0.172935.97
β0.7918282.19
γ0.06068.33
Estimation Period:
May 31, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts