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V-Lab

S&P BSE SENSEX Index GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, June 10th, 2026

1 Day

14.36%

decreased by 0.39%

1 Week

14.61%

decreased by 0.14%

1 Month

15.56%

increased by 0.81%

Analysis last updated: Tuesday, June 9, 2026 at 12:03 PM UTC

Date Range:

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graph of S&P BSE SENSEX Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time