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, September 23rd, 2024:11.13% (+0.13%)

Analysis last updated: Friday, September 20, 2024 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0300	26.30
$α$	0.2284	76.71
$β$	0.7716	248.17
$γ$	0.0784	12.79
$δ$	0.9875	28.12

Estimation Period:
May 31, 1990 to Sep 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts