S&P BSE SENSEX Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.35% (+1.31%)
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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