BSE 100 Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.06%
decreased by 1.28%
1 Week
18.36%
decreased by 0.98%
1 Month
19.45%
increased by 0.11%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 29.81 | |
| 0.2032 | 36.81 | |
| 0.7617 | 253.99 | |
| 0.0444 | 5.42 |
Estimation Period:
Jan 2, 1991 to May 27, 2026
Jan 2, 1991 to May 27, 2026
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