S&P BSE SENSEX Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:10.68% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 10.33 | |
| 0.0910 | 37.88 | |
| 0.9067 | 406.57 | |
| 0.3088 | 16.90 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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