S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
15.90%
decreased by 0.01%
1 Week
16.01%
increased by 0.10%
1 Month
16.26%
increased by 0.35%
Analysis last updated: Thursday, April 30, 2026 at 12:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0382 | 9.50 | |
| 0.7847 | 105.85 | |
| 0.1445 | 22.12 | |
| 0.0050 | 3.73 | |
| 0.0482 | 6.46 | |
| 0.9503 | 122.56 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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