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 Monday, June 2nd, 2025:15.08% (-0.48%)

Analysis last updated: Friday, May 30, 2025 at 12:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0396	9.47
$β$	0.7800	101.51
$γ$	0.1435	21.23
$λ_{1}$	0.0055	3.47
$λ_{2}$	0.0464	6.27
$λ_{3}$	0.9519	122.89

Estimation Period:
Jan 1, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts