S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
12.56%
decreased by 0.50%
1 Week
12.93%
decreased by 0.13%
1 Month
13.86%
increased by 0.80%
Analysis last updated: Thursday, June 11, 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 | |
|---|---|---|
| 21 | ||
| 0.0383 | 9.56 | |
| 0.7851 | 106.20 | |
| 0.1438 | 22.13 | |
| 0.0049 | 3.76 | |
| 0.0477 | 6.52 | |
| 0.9509 | 125.15 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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