S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:10.07% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0395 | 9.60 | |
| 0.7801 | 102.36 | |
| 0.1435 | 21.73 | |
| 0.0045 | 3.14 | |
| 0.0481 | 6.42 | |
| 0.9506 | 121.91 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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