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, October 20th, 2025:10.83% (+0.95%)

Analysis last updated: Friday, October 17, 2025 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1691	5.45
$α$	0.0925	8.84
$β$	0.8770	70.39
$γ_{1}$	-0.1485	-2.93
$γ_{2}$	0.2848	3.78
$γ_{3}$	-0.2753	-5.36
$γ_{4}$	0.2578	5.19
$γ_{5}$	-0.1915	-4.15
$γ_{6}$	0.0862	2.07
$γ_{7}$	0.0009	0.02
$γ_{8}$	-0.0179	-0.36
$γ_{9}$	0.0059	0.18

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts