S&P BSE SENSEX Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.04% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 16.34 | |
| 0.0849 | 37.60 | |
| 0.9142 | 433.70 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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