S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:9.22% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 16.82 | |
| 0.0658 | 18.95 | |
| 0.9103 | 429.20 | |
| 0.0473 | 7.52 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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