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 Tuesday, December 2nd, 2025:8.66% (-0.33%)

Analysis last updated: Monday, December 1, 2025 at 12:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0398	9.62
$β$	0.7789	101.90
$γ$	0.1444	21.72
$λ_{1}$	0.0048	3.20
$λ_{2}$	0.0483	6.38
$λ_{3}$	0.9503	120.51

Estimation Period:
Jan 1, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts