S&P BSE SENSEX Index GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:9.46% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 16.12 | |
| 0.0852 | 37.14 | |
| 0.9136 | 423.76 |
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 GARCH Analyses on Equity Indices