S&P BSE SENSEX Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.77% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 16.38 | |
| 0.0851 | 37.49 | |
| 0.9140 | 430.95 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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