BSE 200 Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.36%
decreased by 0.80%
1 Week
15.84%
decreased by 0.32%
1 Month
17.46%
increased by 1.30%
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 | |
|---|---|---|
| 0.0242 | 13.21 | |
| 0.1252 | 40.43 | |
| 0.8607 | 301.38 | |
| 0.3865 | 22.74 |
Estimation Period:
Oct 29, 1996 to Jun 5, 2026
Oct 29, 1996 to Jun 5, 2026
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