BSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
14.04%
decreased by 0.78%
1 Week
14.28%
decreased by 0.54%
1 Month
15.16%
increased by 0.34%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4636 | 7.30 | |
| 0.0793 | 51.33 | |
| 0.9919 | 994.85 | |
| 5.8991 | 12.72 |
Estimation Period:
Jan 2, 1990 to May 27, 2026
Jan 2, 1990 to May 27, 2026
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