V-Lab: S&P BSE SENSEX Index Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

S&P BSE SENSEX Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:13.26% (+2.33%)

Analysis last updated: Friday, April 19, 2024 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0292	27.75
$α$	0.2232	76.65
$β$	0.7768	261.28
$γ$	0.0802	12.95
$δ$	1.0538	29.65

Estimation Period:
May 31, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts