S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:11.01% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1443 | 5.31 | |
| 0.0914 | 8.84 | |
| 0.8787 | 71.62 | |
| -0.1475 | -2.92 | |
| 0.2806 | 3.74 | |
| -0.2704 | -5.32 | |
| 0.2581 | 5.21 | |
| -0.1980 | -4.28 | |
| 0.0923 | 2.23 | |
| 0.0052 | 0.12 | |
| -0.0353 | -0.73 | |
| 0.0241 | 0.72 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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