S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:9.10% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1390 | 5.28 | |
| 0.0918 | 8.85 | |
| 0.8781 | 71.18 | |
| -0.1496 | -2.94 | |
| 0.2843 | 3.76 | |
| -0.2729 | -5.32 | |
| 0.2589 | 5.19 | |
| -0.1970 | -4.25 | |
| 0.0901 | 2.17 | |
| 0.0068 | 0.15 | |
| -0.0356 | -0.73 | |
| 0.0238 | 0.71 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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