S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:10.83% (+0.95%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.1691 | 5.45 | |
0.0925 | 8.84 | |
0.8770 | 70.39 | |
-0.1485 | -2.93 | |
0.2848 | 3.78 | |
-0.2753 | -5.36 | |
0.2578 | 5.19 | |
-0.1915 | -4.15 | |
0.0862 | 2.07 | |
0.0009 | 0.02 | |
-0.0179 | -0.36 | |
0.0059 | 0.18 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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