BSE 500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.65%
increased by 0.38%
1 Week
14.87%
increased by 0.60%
1 Month
15.67%
increased by 1.40%
Analysis last updated: Tuesday, June 9, 2026 at 12:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0257 | 6.93 | |
| 0.0903 | 38.75 | |
| 0.9888 | 640.00 | |
| 6.9164 | 7.82 |
Estimation Period:
Feb 1, 1999 to Jun 5, 2026
Feb 1, 1999 to Jun 5, 2026
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