S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.36%
increased by 2.51%
1 Week
15.53%
increased by 2.68%
1 Month
16.18%
increased by 3.33%
Analysis last updated: Friday, June 12, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1860 | 7.16 | |
| 0.0744 | 57.79 | |
| 0.9953 | 1,721.99 | |
| 6.5108 | 13.81 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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