S&P BSE SENSEX Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:8.02% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1258 | 5.28 | |
| 0.0920 | 8.84 | |
| 0.8778 | 70.67 | |
| -0.1604 | -3.21 | |
| 0.3042 | 4.09 | |
| -0.2904 | -5.76 | |
| 0.2751 | 5.59 | |
| -0.2112 | -4.58 | |
| 0.1042 | 2.50 | |
| -0.0131 | -0.28 | |
| 0.0013 | 0.02 | |
| -0.0604 | -1.06 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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