S&P BSE SENSEX Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:16.05% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 16.43 | |
| 0.0849 | 37.59 | |
| 0.9142 | 433.26 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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