S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:13.18% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1256 | 5.21 | |
| 0.0920 | 8.90 | |
| 0.8782 | 71.46 | |
| -0.1516 | -3.00 | |
| 0.2861 | 3.81 | |
| -0.2726 | -5.37 | |
| 0.2596 | 5.24 | |
| -0.1991 | -4.30 | |
| 0.0924 | 2.24 | |
| 0.0065 | 0.15 | |
| -0.0369 | -0.77 | |
| 0.0242 | 0.73 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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