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V-Lab
V-Lab
S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:9.68% (-0.23%)
Analysis last updated: Thursday, December 18, 2025 at 12:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P BSE SENSEX Index GJR-GARCH
paramt-stat
ω0.014216.84
α0.065719.05
β0.9106433.84
γ0.04737.56
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts