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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, June 15th, 2026

1 Day

15.87%

increased by 2.48%

1 Week

16.09%

increased by 2.70%

1 Month

16.95%

increased by 3.56%

Analysis last updated: Friday, June 12, 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