BSE 100 Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
13.92%
decreased by 0.58%
1 Week
14.21%
decreased by 0.29%
1 Month
15.29%
increased by 0.79%
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 | |
|---|---|---|
| 0.0190 | 21.40 | |
| 0.0983 | 43.77 | |
| 0.8979 | 436.10 |
Estimation Period:
Jan 2, 1990 to May 27, 2026
Jan 2, 1990 to May 27, 2026
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