BSE 100 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
14.77%
decreased by 0.94%
1 Week
15.11%
decreased by 0.60%
1 Month
16.46%
increased by 0.75%
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 | |
|---|---|---|
| 0.0209 | 23.15 | |
| 0.2002 | 38.36 | |
| 0.9862 | 1,302.82 | |
| -0.0390 | -9.54 |
Estimation Period:
Jan 2, 1990 to May 27, 2026
Jan 2, 1990 to May 27, 2026
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