S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.49% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 16.95 | |
| 0.0652 | 19.12 | |
| 0.9108 | 438.10 | |
| 0.0479 | 7.71 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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