BSE 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.86%
decreased by 0.68%
1 Week
15.18%
decreased by 0.36%
1 Month
16.30%
increased by 0.76%
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 | |
|---|---|---|
| 0.0309 | 20.07 | |
| 0.0615 | 12.54 | |
| 0.8775 | 286.38 | |
| 0.0958 | 9.99 |
Estimation Period:
Feb 1, 1999 to Jun 5, 2026
Feb 1, 1999 to Jun 5, 2026
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