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 Monday, August 25th, 2025:9.61% (-0.27%)

Analysis last updated: Friday, August 22, 2025 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0401	9.69
$β$	0.7806	102.65
$γ$	0.1433	21.43
$λ_{1}$	0.0051	3.39
$λ_{2}$	0.0467	6.39
$λ_{3}$	0.9517	124.47

Estimation Period:
Jan 1, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts