S&P BSE SENSEX Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:9.59% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 15.52 | |
| 0.1646 | 22.61 | |
| 0.9927 | 1,292.52 | |
| -0.0286 | -6.56 |
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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