Skip to main content
V-Lab
V-Lab
S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:9.77% (-0.25%)
Analysis last updated: Monday, November 10, 2025 at 12:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P BSE SENSEX Index GJR-GARCH
paramt-stat
ω0.014716.86
α0.065818.92
β0.9102427.53
γ0.04737.52
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts