S&P BSE SENSEX Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:10.99% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 15.64 | |
| 0.1643 | 22.93 | |
| 0.9931 | 1,334.76 | |
| -0.0284 | -6.67 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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