V-Lab: S&P BSE SENSEX Index Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

S&P BSE SENSEX Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:12.58% (+1.17%)

Analysis last updated: Friday, April 26, 2024 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0292	27.78
$α$	0.2230	76.68
$β$	0.7770	261.69
$γ$	0.0807	13.02
$δ$	1.0554	29.72

Estimation Period:
May 31, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts