S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
26.30%
decreased by 0.96%
1 Week
25.76%
decreased by 1.50%
1 Month
23.88%
decreased by 3.38%
Analysis last updated: Friday, April 10, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1898 | 5.46 | |
| 0.0925 | 9.01 | |
| 0.8780 | 71.98 | |
| -0.1389 | -2.78 | |
| 0.2680 | 3.60 | |
| -0.2640 | -5.21 | |
| 0.2549 | 5.14 | |
| -0.1981 | -4.26 | |
| 0.0945 | 2.28 | |
| 0.0038 | 0.09 | |
| -0.0344 | -0.72 | |
| 0.0218 | 0.65 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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