V-Lab: S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

S&P BSE SENSEX Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 7th, 2025:14.71% (-0.58%)

Analysis last updated: Thursday, March 6, 2025 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0402	9.72
$β$	0.7851	103.27
$γ$	0.1396	20.78
$λ_{1}$	0.0050	3.48
$λ_{2}$	0.0450	6.42
$λ_{3}$	0.9534	130.03

Estimation Period:
Jan 1, 1990 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts