BSE 200 Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.09%
increased by 0.03%
1 Week
14.41%
increased by 0.35%
1 Month
15.59%
increased by 1.53%
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 | |
|---|---|---|
| 0.0240 | 21.37 | |
| 0.1128 | 39.17 | |
| 0.8802 | 331.79 |
Estimation Period:
Oct 29, 1996 to Jun 5, 2026
Oct 29, 1996 to Jun 5, 2026
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