S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.69% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2104 | 7.15 | |
| 0.0734 | 58.59 | |
| 0.9955 | 1,803.44 | |
| 6.4961 | 13.86 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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