S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:10.92% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1732 | 7.16 | |
| 0.0737 | 57.70 | |
| 0.9953 | 1,721.99 | |
| 6.4771 | 13.80 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
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