S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
28.78%
decreased by 1.65%
1 Week
28.78%
decreased by 1.65%
1 Month
28.78%
decreased by 1.65%
Analysis last updated: Thursday, April 2, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2807 | 7.19 | |
| 0.0744 | 58.23 | |
| 0.9955 | 1,806.69 | |
| 6.5225 | 13.88 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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