Skip to main content
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 Friday, May 22nd, 2026

1 Day

16.28%

decreased by 0.64%

1 Week

16.50%

decreased by 0.42%

1 Month

17.35%

increased by 0.43%

Analysis last updated: Friday, May 22, 2026 at 02:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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