S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
13.09%
decreased by 0.53%
1 Week
13.55%
decreased by 0.07%
1 Month
14.56%
increased by 0.94%
Analysis last updated: Saturday, May 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0384 | 9.56 | |
| 0.7845 | 106.04 | |
| 0.1443 | 22.17 | |
| 0.0049 | 3.75 | |
| 0.0478 | 6.52 | |
| 0.9508 | 124.80 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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