S&P BSE SENSEX Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.95% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 16.37 | |
| 0.0849 | 37.59 | |
| 0.9142 | 433.28 |
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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