S&P BSE SENSEX Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
17.61%
decreased by 0.23%
1 Week
17.84%
increased by 0.00%
1 Month
18.72%
increased by 0.88%
Analysis last updated: Saturday, May 9, 2026 at 02:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 10.09 | |
| 0.0910 | 38.23 | |
| 0.9068 | 410.67 | |
| 0.3100 | 17.17 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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