BSE 500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.92%
decreased by 1.26%
1 Week
15.94%
decreased by 1.24%
1 Month
16.23%
decreased by 0.95%
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 | ||
| 0.0194 | 2.24 | |
| 0.7057 | 81.12 | |
| 0.2466 | 27.04 | |
| 0.0130 | 3.82 | |
| 0.0695 | 5.90 | |
| 0.9228 | 70.12 |
Estimation Period:
Feb 1, 1999 to Jun 5, 2026
Feb 1, 1999 to Jun 5, 2026
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