S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 27th, 2026
1 Day
22.73%
increased by 0.13%
1 Week
22.89%
increased by 0.29%
1 Month
23.51%
increased by 0.91%
Analysis last updated: Friday, April 24, 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 | |
|---|---|---|
| 0.0142 | 16.96 | |
| 0.0652 | 19.06 | |
| 0.9106 | 436.93 | |
| 0.0486 | 7.81 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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