S&P BSE SENSEX Index APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, April 21st, 2026
1 Day
23.90%
decreased by 1.08%
1 Week
24.06%
decreased by 0.92%
1 Month
24.66%
decreased by 0.32%
Analysis last updated: Monday, April 20, 2026 at 12:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 18.72 | |
| 0.0883 | 31.20 | |
| 0.9112 | 442.12 | |
| 0.1396 | 12.18 | |
| 1.9652 | 33.94 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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