S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
12.64%
decreased by 0.51%
1 Week
12.72%
decreased by 0.43%
1 Month
12.96%
decreased by 0.19%
Analysis last updated: Saturday, May 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1277 | 5.20 | |
| 0.0926 | 9.02 | |
| 0.8774 | 71.77 | |
| -0.1457 | -2.91 | |
| 0.2752 | 3.71 | |
| -0.2643 | -5.29 | |
| 0.2557 | 5.23 | |
| -0.2004 | -4.36 | |
| 0.0963 | 2.35 | |
| 0.0057 | 0.13 | |
| -0.0404 | -0.86 | |
| 0.0273 | 0.82 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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