BSE 100 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
14.36%
decreased by 0.65%
1 Week
14.68%
decreased by 0.33%
1 Month
15.91%
increased by 0.90%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 22.47 | |
| 0.1038 | 41.04 | |
| 0.8948 | 409.15 | |
| 0.1398 | 12.53 | |
| 1.8948 | 39.04 |
Estimation Period:
Jan 2, 1990 to May 27, 2026
Jan 2, 1990 to May 27, 2026
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