S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:10.54% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1429 | 7.15 | |
| 0.0739 | 56.98 | |
| 0.9951 | 1,653.05 | |
| 6.4591 | 13.71 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
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