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

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V-Lab

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

Volatility Prediction for Monday, December 1st, 2025:10.37% (-0.37%)

Analysis last updated: Friday, November 28, 2025 at 12:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1493	5.36
$α$	0.0920	8.84
$β$	0.8777	70.83
$γ_{1}$	-0.1497	-2.96
$γ_{2}$	0.2850	3.79
$γ_{3}$	-0.2736	-5.35
$γ_{4}$	0.2575	5.19
$γ_{5}$	-0.1929	-4.17
$γ_{6}$	0.0867	2.08
$γ_{7}$	0.0051	0.11
$γ_{8}$	-0.0274	-0.56
$γ_{9}$	0.0148	0.44

Estimation Period:
Jan 1, 1990 to Nov 28, 2025

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