BSE 200 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.31%
decreased by 0.90%
1 Week
15.50%
decreased by 0.71%
1 Month
16.08%
decreased by 0.13%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 21 | ||
| 0.0525 | 11.09 | |
| 0.7178 | 94.78 | |
| 0.1866 | 29.32 | |
| 0.0086 | 4.52 | |
| 0.0520 | 7.38 | |
| 0.9437 | 119.16 |
Estimation Period:
Jan 2, 1991 to Jun 5, 2026
Jan 2, 1991 to Jun 5, 2026
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