S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:10.16% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0396 | 9.61 | |
| 0.7794 | 102.28 | |
| 0.1442 | 21.79 | |
| 0.0045 | 3.10 | |
| 0.0483 | 6.43 | |
| 0.9505 | 121.73 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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