S&P BSE SENSEX Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:9.46% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 15.53 | |
| 0.1645 | 22.66 | |
| 0.9927 | 1,301.08 | |
| -0.0286 | -6.57 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other S&P BSE SENSEX Index Analyses
Other EGARCH Analyses on Equity Indices