BSE 200 Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.20%
decreased by 0.34%
1 Week
15.61%
increased by 0.07%
1 Month
17.02%
increased by 1.48%
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 | |
|---|---|---|
| 0.0334 | 25.01 | |
| 0.1253 | 37.32 | |
| 0.8747 | 290.01 | |
| 0.2717 | 17.52 | |
| 1.4526 | 32.34 |
Estimation Period:
Oct 29, 1996 to Jun 5, 2026
Oct 29, 1996 to Jun 5, 2026
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