S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
12.33%
decreased by 0.34%
1 Week
13.03%
increased by 0.36%
1 Month
14.39%
increased by 1.72%
Analysis last updated: Friday, July 3, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0379 | 9.46 | |
| 0.7854 | 106.07 | |
| 0.1439 | 22.15 | |
| 0.0049 | 3.76 | |
| 0.0478 | 6.48 | |
| 0.9507 | 124.06 |
Estimation Period:
Jan 1, 1990 to Jul 3, 2026
Jan 1, 1990 to Jul 3, 2026
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