S&P BSE SENSEX Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.72% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 18.56 | |
| 0.0879 | 31.14 | |
| 0.9115 | 443.54 | |
| 0.1375 | 12.02 | |
| 1.9698 | 33.97 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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