S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
29.11%
increased by 3.28%
1 Week
27.45%
decreased by 1.66%
1 Month
23.26%
decreased by 5.85%
Analysis last updated: Tuesday, March 24, 2026 at 02:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0385 | 9.51 | |
| 0.7827 | 104.47 | |
| 0.1445 | 22.03 | |
| 0.0051 | 3.55 | |
| 0.0487 | 6.39 | |
| 0.9498 | 119.77 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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