S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.34% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 16.94 | |
| 0.0654 | 19.09 | |
| 0.9108 | 436.62 | |
| 0.0476 | 7.65 |
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 GJR-GARCH Analyses on Equity Indices