S&P BSE SENSEX Index GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
12.97%
decreased by 0.43%
1 Week
13.20%
decreased by 0.20%
1 Month
14.09%
increased by 0.69%
Analysis last updated: Thursday, June 11, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 16.55 | |
| 0.0858 | 37.53 | |
| 0.9132 | 425.74 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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