S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:9.30% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 16.78 | |
| 0.0656 | 19.10 | |
| 0.9110 | 437.54 | |
| 0.0470 | 7.54 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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