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 Friday, August 1st, 2025:11.50% (-0.62%)

Analysis last updated: Thursday, July 31, 2025 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0402	9.72
$β$	0.7815	103.54
$γ$	0.1430	21.35
$λ_{1}$	0.0051	3.46
$λ_{2}$	0.0455	6.45
$λ_{3}$	0.9529	128.89

Estimation Period:
Jan 1, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts