S&P BSE SENSEX Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:23.29% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 15.70 | |
| 0.1646 | 22.89 | |
| 0.9929 | 1,322.08 | |
| -0.0290 | -6.81 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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