V-Lab: S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

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V-Lab

S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:9.00% (-0.10%)

Analysis last updated: Monday, October 20, 2025 at 11:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0400	9.67
$β$	0.7790	101.74
$γ$	0.1439	21.59
$λ_{1}$	0.0051	3.29
$λ_{2}$	0.0479	6.37
$λ_{3}$	0.9505	120.75

Estimation Period:
Jan 1, 1990 to Oct 20, 2025

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