S&P BSE SENSEX Index APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.43%
decreased by 0.33%
1 Week
14.68%
decreased by 0.08%
1 Month
15.63%
increased by 0.87%
Analysis last updated: Wednesday, June 10, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 18.80 | |
| 0.0885 | 31.01 | |
| 0.9106 | 440.32 | |
| 0.1385 | 12.19 | |
| 1.9738 | 33.98 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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