BSE 200 Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.39%
decreased by 0.25%
1 Week
15.74%
increased by 0.10%
1 Month
16.99%
increased by 1.35%
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 | |
|---|---|---|
| 0.0208 | 14.57 | |
| 0.2311 | 40.72 | |
| 0.9739 | 861.89 | |
| -0.0716 | -13.89 |
Estimation Period:
Oct 29, 1996 to Jun 5, 2026
Oct 29, 1996 to Jun 5, 2026
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