V-Lab: S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

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V-Lab

S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:8.97% (-0.26%)

Analysis last updated: Tuesday, November 11, 2025 at 12:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0398	9.64
$β$	0.7791	101.87
$γ$	0.1441	21.66
$λ_{1}$	0.0049	3.23
$λ_{2}$	0.0482	6.37
$λ_{3}$	0.9504	120.50

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

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