S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:9.66% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2145 | 7.15 | |
| 0.0735 | 58.67 | |
| 0.9955 | 1,806.74 | |
| 6.4830 | 13.97 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
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