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V-Lab

S&P BSE SENSEX Index GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, April 27th, 2026

1 Day

22.73%

increased by 0.13%

1 Week

22.89%

increased by 0.29%

1 Month

23.51%

increased by 0.91%

Analysis last updated: Friday, April 24, 2026 at 12:03 PM UTC

Date Range:

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graph of S&P BSE SENSEX Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time