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, October 8th, 2025:9.45% (-0.13%)

Analysis last updated: Tuesday, October 7, 2025 at 12:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0400	9.69
$β$	0.7795	102.00
$γ$	0.1437	21.54
$λ_{1}$	0.0051	3.30
$λ_{2}$	0.0477	6.38
$λ_{3}$	0.9508	121.71

Estimation Period:
Jan 1, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts