S&P BSE SENSEX Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.89%
decreased by 0.29%
1 Week
14.11%
decreased by 0.07%
1 Month
14.94%
increased by 0.76%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 0.0128 | 16.55 | |
| 0.0858 | 37.53 | |
| 0.9132 | 425.74 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other S&P BSE SENSEX Index Analyses
Other GARCH Analyses on Equity Indices