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

V-Lab

S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 7th, 2025:13.60% (-0.35%)

Analysis last updated: Tuesday, May 6, 2025 at 08:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0401	9.65
$β$	0.7833	102.99
$γ$	0.1409	21.02
$λ_{1}$	0.0053	3.52
$λ_{2}$	0.0453	6.37
$λ_{3}$	0.9531	128.06

Estimation Period:
Jan 1, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts