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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 Tuesday, April 28th, 2026

1 Day

22.03%

decreased by 0.70%

1 Week

22.20%

decreased by 0.53%

1 Month

22.83%

increased by 0.10%

Analysis last updated: Monday, April 27, 2026 at 12:02 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