S&P BSE SENSEX Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:9.79% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 18.39 | |
| 0.0882 | 30.57 | |
| 0.9104 | 431.87 | |
| 0.1355 | 11.84 | |
| 1.9818 | 33.84 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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