S&P BSE SENSEX Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.35% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 10.14 | |
| 0.0907 | 38.15 | |
| 0.9071 | 412.14 | |
| 0.3076 | 17.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P BSE SENSEX Index Analyses
Other AGARCH Analyses on Equity Indices