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 Wednesday, December 4th, 2024:17.06% (-0.25%)

Analysis last updated: Tuesday, December 3, 2024 at 12:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0299	26.54
$α$	0.2276	77.01
$β$	0.7724	250.87
$γ$	0.0789	12.93
$δ$	0.9940	28.39

Estimation Period:
May 31, 1990 to Nov 29, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts