S&P BSE SENSEX Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.49% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 10.11 | |
| 0.0905 | 38.26 | |
| 0.9073 | 414.29 | |
| 0.3076 | 17.02 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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