S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:9.93% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 16.87 | |
| 0.0658 | 18.87 | |
| 0.9101 | 425.26 | |
| 0.0474 | 7.50 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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