S&P BSE SENSEX Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.07%
decreased by 0.26%
1 Week
14.27%
decreased by 0.06%
1 Month
15.02%
increased by 0.69%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 3.1882 | 7.17 | |
| 0.0747 | 57.77 | |
| 0.9953 | 1,721.98 | |
| 6.5206 | 13.80 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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