S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:10.49% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1553 | 7.16 | |
| 0.0738 | 57.28 | |
| 0.9952 | 1,683.94 | |
| 6.4685 | 13.74 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
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