BSE 200 Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.62%
decreased by 0.71%
1 Week
15.02%
decreased by 0.31%
1 Month
16.41%
increased by 1.08%
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 | |
|---|---|---|
| 0.0316 | 21.96 | |
| 0.0740 | 15.27 | |
| 0.8685 | 333.54 | |
| 0.0956 | 10.34 |
Estimation Period:
Oct 29, 1996 to Jun 5, 2026
Oct 29, 1996 to Jun 5, 2026
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