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, September 22nd, 2025:7.97% (-0.03%)

Analysis last updated: Friday, September 19, 2025 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0287	26.76
$α$	0.2228	76.60
$β$	0.7772	257.54
$γ$	0.0791	13.04
$δ$	1.0003	28.46

Estimation Period:
May 31, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts