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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 6th, 2026

1 Day

28.20%

decreased by 1.27%

1 Week

28.33%

decreased by 1.14%

1 Month

28.83%

decreased by 0.64%

Analysis last updated: Thursday, April 2, 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