S&P BSE SENSEX Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.13%
decreased by 0.26%
1 Week
12.25%
decreased by 0.14%
1 Month
12.64%
increased by 0.25%
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 | |
|---|---|---|
| 1.1639 | 5.39 | |
| 0.0925 | 8.98 | |
| 0.8770 | 71.28 | |
| -0.1377 | -2.76 | |
| 0.2647 | 3.57 | |
| -0.2606 | -5.20 | |
| 0.2551 | 5.21 | |
| -0.2034 | -4.45 | |
| 0.1012 | 2.49 | |
| 0.0013 | 0.03 | |
| -0.0373 | -0.80 | |
| 0.0256 | 0.77 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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