BSE 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.49%
increased by 1.74%
1 Week
16.74%
increased by 1.99%
1 Month
17.63%
increased by 2.88%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 0.0309 | 20.07 | |
| 0.0613 | 12.51 | |
| 0.8776 | 286.87 | |
| 0.0961 | 10.03 |
Estimation Period:
Feb 1, 1999 to Jun 12, 2026
Feb 1, 1999 to Jun 12, 2026
Other GJR-GARCH Analyses on Equity Indices