S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:12.54% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1593 | 5.41 | |
| 0.0911 | 8.83 | |
| 0.8786 | 71.35 | |
| -0.1430 | -2.86 | |
| 0.2739 | 3.69 | |
| -0.2665 | -5.29 | |
| 0.2555 | 5.21 | |
| -0.1965 | -4.28 | |
| 0.0912 | 2.22 | |
| 0.0071 | 0.16 | |
| -0.0368 | -0.77 | |
| 0.0238 | 0.72 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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