S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:12.02% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 16.86 | |
| 0.0655 | 19.14 | |
| 0.9111 | 439.08 | |
| 0.0468 | 7.55 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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