S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
21.52%
decreased by 1.47%
1 Week
20.97%
decreased by 2.02%
1 Month
19.73%
decreased by 3.26%
Analysis last updated: Friday, April 10, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0383 | 9.55 | |
| 0.7853 | 105.49 | |
| 0.1437 | 21.98 | |
| 0.0051 | 3.72 | |
| 0.0487 | 6.42 | |
| 0.9498 | 120.50 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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