S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:12.83% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0387 | 9.45 | |
| 0.7801 | 103.06 | |
| 0.1452 | 21.95 | |
| 0.0048 | 3.24 | |
| 0.0483 | 6.38 | |
| 0.9503 | 120.54 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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