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 Thursday, April 17th, 2025:20.97% (-0.45%)

Analysis last updated: Wednesday, April 16, 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	9.70
$β$	0.7843	102.68
$γ$	0.1399	20.85
$λ_{1}$	0.0053	3.54
$λ_{2}$	0.0454	6.36
$λ_{3}$	0.9529	127.47

Estimation Period:
Jan 1, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts