BSE 500 Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.51%
decreased by 0.75%
1 Week
15.93%
decreased by 0.33%
1 Month
17.33%
increased by 1.07%
Analysis last updated: Tuesday, June 9, 2026 at 12:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 11.65 | |
| 0.1166 | 33.01 | |
| 0.8658 | 248.64 | |
| 0.4122 | 21.91 |
Estimation Period:
Feb 1, 1999 to Jun 5, 2026
Feb 1, 1999 to Jun 5, 2026
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