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

V-Lab

| |

V-Lab

S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 22nd, 2025:13.22% (-0.52%)

Analysis last updated: Tuesday, January 21, 2025 at 12:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0403	9.68
$β$	0.7840	102.85
$γ$	0.1405	20.81
$λ_{1}$	0.0052	3.49
$λ_{2}$	0.0453	6.40
$λ_{3}$	0.9531	128.62

Estimation Period:
Jan 1, 1990 to Jan 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts