S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
16.89%
decreased by 0.52%
1 Week
16.73%
decreased by 0.68%
1 Month
16.20%
decreased by 1.21%
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 | |
|---|---|---|
| 1.1927 | 5.51 | |
| 0.0924 | 8.98 | |
| 0.8776 | 71.51 | |
| -0.1364 | -2.76 | |
| 0.2639 | 3.58 | |
| -0.2612 | -5.21 | |
| 0.2536 | 5.16 | |
| -0.1986 | -4.31 | |
| 0.0955 | 2.33 | |
| 0.0043 | 0.10 | |
| -0.0372 | -0.79 | |
| 0.0246 | 0.73 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
Other S&P BSE SENSEX Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices