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

V-Lab

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

Volatility Prediction for Monday, April 21st, 2025:14.18% (-1.09%)

Analysis last updated: Thursday, April 17, 2025 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0294	26.64
$α$	0.2241	76.38
$β$	0.7759	254.73
$γ$	0.0782	12.88
$δ$	1.0054	28.65

Estimation Period:
May 31, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts