S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.98% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0387 | 9.46 | |
| 0.7804 | 102.91 | |
| 0.1449 | 21.92 | |
| 0.0050 | 3.30 | |
| 0.0487 | 6.35 | |
| 0.9499 | 118.81 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other S&P BSE SENSEX Index Analyses
Other MF2-GARCH Analyses on Equity Indices