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 6th, 2026
1 Day
28.20%
decreased by 1.27%
1 Week
28.33%
decreased by 1.14%
1 Month
28.83%
decreased by 0.64%
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 | |
|---|---|---|
| 0.0142 | 16.96 | |
| 0.0653 | 19.07 | |
| 0.9106 | 436.52 | |
| 0.0483 | 7.77 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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