S&P BSE SENSEX Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:14.62% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1349 | 5.33 | |
| 0.0916 | 8.87 | |
| 0.8782 | 71.03 | |
| -0.1557 | -3.15 | |
| 0.2963 | 4.03 | |
| -0.2853 | -5.72 | |
| 0.2733 | 5.60 | |
| -0.2130 | -4.63 | |
| 0.1057 | 2.56 | |
| -0.0083 | -0.18 | |
| -0.0134 | -0.25 | |
| -0.0271 | -0.44 |
Estimation Period:
Jan 1, 1990 to Mar 2, 2026
Jan 1, 1990 to Mar 2, 2026
News Impact Curve
Volatility Forecasts
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