S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.16% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0390 | 9.52 | |
| 0.7804 | 102.93 | |
| 0.1447 | 21.84 | |
| 0.0049 | 3.26 | |
| 0.0484 | 6.38 | |
| 0.9502 | 120.10 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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