S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
13.94%
increased by 0.16%
1 Week
14.14%
increased by 0.36%
1 Month
14.90%
increased by 1.12%
Analysis last updated: Thursday, July 2, 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 | |
|---|---|---|
| 3.1801 | 7.17 | |
| 0.0744 | 57.78 | |
| 0.9953 | 1,724.97 | |
| 6.5199 | 13.78 |
Estimation Period:
Jan 1, 1990 to Jun 25, 2026
Jan 1, 1990 to Jun 25, 2026
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