S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
11.85%
decreased by 0.41%
1 Week
11.97%
decreased by 0.29%
1 Month
12.36%
increased by 0.10%
Analysis last updated: Friday, July 3, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1956 | 5.56 | |
| 0.0915 | 8.94 | |
| 0.8783 | 71.95 | |
| -0.1319 | -2.70 | |
| 0.2558 | 3.51 | |
| -0.2550 | -5.16 | |
| 0.2501 | 5.15 | |
| -0.1989 | -4.36 | |
| 0.0975 | 2.40 | |
| 0.0053 | 0.13 | |
| -0.0424 | -0.93 | |
| 0.0296 | 0.89 |
Estimation Period:
Jan 1, 1990 to Jul 3, 2026
Jan 1, 1990 to Jul 3, 2026
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