S&P BSE SENSEX Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.24% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1351 | 5.33 | |
| 0.0917 | 8.87 | |
| 0.8781 | 70.96 | |
| -0.1557 | -3.15 | |
| 0.2962 | 4.03 | |
| -0.2853 | -5.72 | |
| 0.2733 | 5.60 | |
| -0.2130 | -4.63 | |
| 0.1057 | 2.56 | |
| -0.0084 | -0.18 | |
| -0.0133 | -0.25 | |
| -0.0273 | -0.44 |
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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