S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:10.46% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2286 | 7.16 | |
| 0.0734 | 58.97 | |
| 0.9956 | 1,843.68 | |
| 6.4963 | 13.98 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
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