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

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V-Lab

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

Volatility Prediction for Thursday, November 13th, 2025:11.50% (+0.32%)

Analysis last updated: Wednesday, November 12, 2025 at 12:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0285	26.98
$α$	0.2219	76.50
$β$	0.7781	259.09
$γ$	0.0795	13.12
$δ$	1.0039	28.58

Estimation Period:
May 31, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts