S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.34%
increased by 4.12%
1 Week
15.27%
increased by 4.05%
1 Month
15.01%
increased by 3.79%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 1.1654 | 5.41 | |
| 0.0916 | 8.96 | |
| 0.8783 | 72.15 | |
| -0.1388 | -2.82 | |
| 0.2659 | 3.63 | |
| -0.2603 | -5.24 | |
| 0.2531 | 5.18 | |
| -0.1991 | -4.33 | |
| 0.0966 | 2.36 | |
| 0.0040 | 0.10 | |
| -0.0379 | -0.82 | |
| 0.0251 | 0.75 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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