S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.17% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1812 | 5.50 | |
| 0.0914 | 8.84 | |
| 0.8784 | 71.39 | |
| -0.1402 | -2.82 | |
| 0.2705 | 3.65 | |
| -0.2658 | -5.27 | |
| 0.2552 | 5.19 | |
| -0.1965 | -4.28 | |
| 0.0921 | 2.24 | |
| 0.0053 | 0.12 | |
| -0.0351 | -0.73 | |
| 0.0228 | 0.68 |
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 Zero Slope Spline-GARCH Analyses on Equity Indices