S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
25.83%
decreased by 2.53%
1 Week
24.46%
decreased by 1.37%
1 Month
21.17%
decreased by 4.66%
Analysis last updated: Saturday, March 21, 2026 at 02:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0385 | 9.51 | |
| 0.7827 | 104.47 | |
| 0.1445 | 22.03 | |
| 0.0051 | 3.55 | |
| 0.0487 | 6.39 | |
| 0.9498 | 119.77 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
Other S&P BSE SENSEX Index Analyses
Other MF2-GARCH Analyses on Equity Indices