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

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V-Lab

S&P BSE SENSEX Index Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:10.19% (0.00%)

Analysis last updated: Monday, October 20, 2025 at 11:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1180	5.25
$α$	0.0926	8.85
$β$	0.8769	70.18
$γ_{1}$	-0.1645	-3.26
$γ_{2}$	0.3111	4.15
$γ_{3}$	-0.2946	-5.79
$γ_{4}$	0.2753	5.57
$γ_{5}$	-0.2071	-4.48
$γ_{6}$	0.0990	2.37
$γ_{7}$	-0.0113	-0.24
$γ_{8}$	0.0016	0.03
$γ_{9}$	-0.0425	-0.74

Estimation Period:
Jan 1, 1990 to Oct 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts