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

V-Lab

S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:11.96% (-0.25%)

Analysis last updated: Friday, July 4, 2025 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0400	9.61
$β$	0.7813	103.28
$γ$	0.1431	21.28
$λ_{1}$	0.0052	3.49
$λ_{2}$	0.0450	6.43
$λ_{3}$	0.9533	129.81

Estimation Period:
Jan 1, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts