S&P BSE SENSEX Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.85% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 18.61 | |
| 0.0879 | 31.13 | |
| 0.9114 | 443.51 | |
| 0.1374 | 12.02 | |
| 1.9710 | 33.99 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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