S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:18.00% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1762 | 5.47 | |
| 0.0914 | 8.85 | |
| 0.8784 | 71.40 | |
| -0.1403 | -2.82 | |
| 0.2700 | 3.64 | |
| -0.2648 | -5.26 | |
| 0.2547 | 5.18 | |
| -0.1967 | -4.28 | |
| 0.0923 | 2.25 | |
| 0.0057 | 0.13 | |
| -0.0361 | -0.76 | |
| 0.0235 | 0.70 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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