V-Lab
S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:11.57% (-0.32%)
Analysis last updated: Saturday, October 23, 2021, 04:53 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0256 | 9.98 | |
| 0.8179 | 127.52 | |
| 0.1342 | 23.78 | |
| 0.0041 | 3.25 | |
| 0.0389 | 6.77 | |
| 0.9597 | 158.14 |
Estimation Period:
Jan 1, 1990 to Oct 22, 2021
Jan 1, 1990 to Oct 22, 2021
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