S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:8.55% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0397 | 9.62 | |
| 0.7793 | 102.14 | |
| 0.1441 | 21.76 | |
| 0.0046 | 3.12 | |
| 0.0483 | 6.41 | |
| 0.9504 | 121.34 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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