S&P BSE SENSEX Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.05% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1330 | 5.32 | |
| 0.0917 | 8.86 | |
| 0.8779 | 70.81 | |
| -0.1565 | -3.16 | |
| 0.2976 | 4.04 | |
| -0.2862 | -5.74 | |
| 0.2737 | 5.61 | |
| -0.2127 | -4.63 | |
| 0.1054 | 2.55 | |
| -0.0092 | -0.20 | |
| -0.0107 | -0.20 | |
| -0.0331 | -0.54 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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