S&P BSE SENSEX Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:9.21% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 18.32 | |
| 0.0880 | 31.05 | |
| 0.9112 | 441.06 | |
| 0.1354 | 11.89 | |
| 1.9770 | 34.02 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other S&P BSE SENSEX Index Analyses
Other APARCH Analyses on Equity Indices