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, August 13th, 2025:11.38% (+0.58%)

Analysis last updated: Tuesday, August 12, 2025 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1463	5.38
$α$	0.0928	8.82
$β$	0.8762	69.59
$γ_{1}$	-0.1542	-3.02
$γ_{2}$	0.2935	3.87
$γ_{3}$	-0.2795	-5.42
$γ_{4}$	0.2576	5.18
$γ_{5}$	-0.1868	-4.05
$γ_{6}$	0.0811	1.94
$γ_{7}$	0.0000	0.00
$γ_{8}$	-0.0090	-0.18
$γ_{9}$	-0.0039	-0.12

Estimation Period:
Jan 1, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts