BSE 500 Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.98%
decreased by 0.78%
1 Week
15.33%
decreased by 0.43%
1 Month
16.59%
increased by 0.83%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0301 | 22.53 | |
| 0.1118 | 25.99 | |
| 0.8850 | 268.51 | |
| 0.2874 | 16.57 | |
| 1.5511 | 27.66 |
Estimation Period:
Feb 1, 1999 to Jun 5, 2026
Feb 1, 1999 to Jun 5, 2026
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