S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:11.60% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2279 | 7.16 | |
| 0.0733 | 59.07 | |
| 0.9956 | 1,854.01 | |
| 6.4987 | 13.98 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
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