S&P BSE SENSEX Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.10%
increased by 1.50%
1 Week
14.40%
increased by 1.80%
1 Month
15.55%
increased by 2.95%
Analysis last updated: Friday, June 12, 2026 at 12:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0380 | 9.46 | |
| 0.7843 | 105.04 | |
| 0.1440 | 22.11 | |
| 0.0051 | 3.76 | |
| 0.0485 | 6.42 | |
| 0.9500 | 121.08 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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