BSE 100 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
14.65%
decreased by 0.68%
1 Week
15.01%
decreased by 0.32%
1 Month
16.36%
increased by 1.03%
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 | |
|---|---|---|
| 0.0182 | 16.42 | |
| 0.1049 | 44.75 | |
| 0.8898 | 425.35 | |
| 0.2776 | 16.69 |
Estimation Period:
Jan 2, 1990 to May 27, 2026
Jan 2, 1990 to May 27, 2026
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