S&P BSE SENSEX Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
13.32%
decreased by 0.12%
1 Week
13.58%
increased by 0.14%
1 Month
14.60%
increased by 1.16%
Analysis last updated: Thursday, July 2, 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 | |
|---|---|---|
| 0.0143 | 17.00 | |
| 0.0652 | 19.07 | |
| 0.9104 | 436.63 | |
| 0.0486 | 7.81 |
Estimation Period:
Jan 1, 1990 to Jun 25, 2026
Jan 1, 1990 to Jun 25, 2026
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