S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.91% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0386 | 9.46 | |
| 0.7807 | 103.10 | |
| 0.1448 | 21.96 | |
| 0.0050 | 3.37 | |
| 0.0487 | 6.35 | |
| 0.9498 | 118.86 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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