S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
16.03%
decreased by 0.85%
1 Week
15.92%
decreased by 0.96%
1 Month
15.54%
decreased by 1.34%
Analysis last updated: Saturday, May 16, 2026 at 01:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1783 | 5.45 | |
| 0.0922 | 8.99 | |
| 0.8778 | 71.93 | |
| -0.1381 | -2.79 | |
| 0.2658 | 3.60 | |
| -0.2618 | -5.23 | |
| 0.2547 | 5.20 | |
| -0.2007 | -4.37 | |
| 0.0979 | 2.39 | |
| 0.0034 | 0.08 | |
| -0.0379 | -0.81 | |
| 0.0255 | 0.76 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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