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

V-Lab

S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:12.96% (+0.19%)

Analysis last updated: Friday, June 27, 2025 at 12:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0401	9.61
$β$	0.7812	103.04
$γ$	0.1429	21.24
$λ_{1}$	0.0052	3.50
$λ_{2}$	0.0449	6.42
$λ_{3}$	0.9534	129.87

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts