V-Lab: S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:9.59% (+0.04%)

Analysis last updated: Friday, December 12, 2025 at 12:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1745	5.42
$α$	0.0920	8.88
$β$	0.8784	71.71
$γ_{1}$	-0.1453	-2.87
$γ_{2}$	0.2790	3.70
$γ_{3}$	-0.2713	-5.28
$γ_{4}$	0.2572	5.16
$γ_{5}$	-0.1949	-4.20
$γ_{6}$	0.0894	2.14
$γ_{7}$	0.0049	0.11
$γ_{8}$	-0.0311	-0.63
$γ_{9}$	0.0193	0.57

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts