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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 16.99 | |
| 0.0655 | 19.08 | |
| 0.9101 | 433.82 | |
| 0.0485 | 7.78 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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