BSE 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
14.34%
decreased by 0.62%
1 Week
14.66%
decreased by 0.30%
1 Month
15.87%
increased by 0.91%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 21.69 | |
| 0.0761 | 19.90 | |
| 0.8930 | 442.10 | |
| 0.0545 | 7.53 |
Estimation Period:
Jan 2, 1990 to May 27, 2026
Jan 2, 1990 to May 27, 2026
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