BSE 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
14.00%
decreased by 0.74%
1 Week
14.42%
decreased by 0.32%
1 Month
15.25%
increased by 0.51%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0449 | 11.19 | |
| 0.7689 | 96.88 | |
| 0.1498 | 20.72 | |
| 0.0066 | 4.05 | |
| 0.0514 | 5.92 | |
| 0.9463 | 103.07 |
Estimation Period:
Jan 2, 1990 to May 27, 2026
Jan 2, 1990 to May 27, 2026
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