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 Friday, November 7th, 2025:9.97% (+0.17%)

Analysis last updated: Thursday, November 6, 2025 at 12:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1660	5.45
$α$	0.0922	8.83
$β$	0.8773	70.51
$γ_{1}$	-0.1475	-2.92
$γ_{2}$	0.2829	3.77
$γ_{3}$	-0.2740	-5.36
$γ_{4}$	0.2578	5.20
$γ_{5}$	-0.1929	-4.18
$γ_{6}$	0.0872	2.09
$γ_{7}$	0.0030	0.06
$γ_{8}$	-0.0233	-0.47
$γ_{9}$	0.0112	0.33

Estimation Period:
Jan 1, 1990 to Nov 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts