S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:10.01% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1682 | 7.15 | |
| 0.0737 | 57.60 | |
| 0.9953 | 1,707.16 | |
| 6.4706 | 13.80 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
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