S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:10.11% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 16.90 | |
| 0.0657 | 18.99 | |
| 0.9104 | 430.24 | |
| 0.0473 | 7.54 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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