S&P BSE SENSEX Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:23.20% (+5.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1343 | 5.26 | |
| 0.0926 | 8.97 | |
| 0.8777 | 71.30 | |
| -0.1560 | -3.13 | |
| 0.2963 | 4.01 | |
| -0.2852 | -5.69 | |
| 0.2740 | 5.57 | |
| -0.2145 | -4.62 | |
| 0.1068 | 2.57 | |
| -0.0068 | -0.15 | |
| -0.0194 | -0.36 | |
| -0.0112 | -0.18 |
Estimation Period:
Jan 1, 1990 to Mar 19, 2026
Jan 1, 1990 to Mar 19, 2026
News Impact Curve
Volatility Forecasts
Other S&P BSE SENSEX Index Analyses
Other Spline-GARCH Analyses on Equity Indices