S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:18.58% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1375 | 5.28 | |
| 0.0917 | 8.89 | |
| 0.8783 | 71.41 | |
| -0.1467 | -2.92 | |
| 0.2783 | 3.73 | |
| -0.2679 | -5.32 | |
| 0.2569 | 5.23 | |
| -0.1986 | -4.32 | |
| 0.0938 | 2.28 | |
| 0.0048 | 0.11 | |
| -0.0350 | -0.73 | |
| 0.0223 | 0.67 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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