S&P BSE SENSEX Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:11.28% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 18.48 | |
| 0.0877 | 31.16 | |
| 0.9115 | 443.33 | |
| 0.1350 | 11.88 | |
| 1.9760 | 34.06 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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