S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.86% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 16.92 | |
| 0.0652 | 19.13 | |
| 0.9109 | 438.79 | |
| 0.0477 | 7.68 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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