BSE 200 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
13.49%
decreased by 0.63%
1 Week
13.75%
decreased by 0.37%
1 Month
14.68%
increased by 0.56%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 2.1711 | 6.63 | |
| 0.0904 | 43.36 | |
| 0.9902 | 681.49 | |
| 7.3818 | 7.44 |
Estimation Period:
Oct 29, 1996 to Jun 5, 2026
Oct 29, 1996 to Jun 5, 2026
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