BSE 200 Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
15.06%
decreased by 1.15%
1 Week
15.30%
decreased by 0.91%
1 Month
15.91%
decreased by 0.30%
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 | |
|---|---|---|
| 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
Other MF2-GARCH Analyses on Equity Indices