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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

Date Range:

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graph of S&P BSE SENSEX Index APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time