S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
16.34%
decreased by 0.86%
1 Week
16.50%
decreased by 0.70%
1 Month
17.08%
decreased by 0.12%
Analysis last updated: Thursday, May 21, 2026 at 02:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2184 | 7.18 | |
| 0.0744 | 57.91 | |
| 0.9954 | 1,755.52 | |
| 6.5277 | 13.80 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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