S&P BSE SENSEX Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:10.37% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 10.62 | |
| 0.0912 | 37.44 | |
| 0.9059 | 397.33 | |
| 0.3108 | 16.84 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other S&P BSE SENSEX Index Analyses
Other AGARCH Analyses on Equity Indices