V-Lab: S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:10.60% (+0.27%)

Analysis last updated: Tuesday, October 7, 2025 at 12:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1322	5.28
$α$	0.0929	8.84
$β$	0.8763	69.78
$γ_{1}$	-0.1537	-3.01
$γ_{2}$	0.2911	3.84
$γ_{3}$	-0.2764	-5.39
$γ_{4}$	0.2569	5.19
$γ_{5}$	-0.1896	-4.13
$γ_{6}$	0.0842	2.02
$γ_{7}$	0.0021	0.04
$γ_{8}$	-0.0172	-0.35
$γ_{9}$	0.0042	0.12

Estimation Period:
Jan 1, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts