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

V-Lab

S&P BSE SENSEX Index Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:8.80% (-0.23%)

Analysis last updated: Tuesday, September 16, 2025 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1143	5.24
$α$	0.0928	8.85
$β$	0.8766	69.99
$γ_{1}$	-0.1662	-3.28
$γ_{2}$	0.3138	4.17
$γ_{3}$	-0.2962	-5.80
$γ_{4}$	0.2753	5.56
$γ_{5}$	-0.2054	-4.44
$γ_{6}$	0.0970	2.31
$γ_{7}$	-0.0108	-0.23
$γ_{8}$	0.0020	0.04
$γ_{9}$	-0.0369	-0.61

Estimation Period:
Jan 1, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts