BSE 500 Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.85%
decreased by 0.24%
1 Week
16.16%
increased by 0.07%
1 Month
17.29%
increased by 1.20%
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 | |
|---|---|---|
| 0.0195 | 11.88 | |
| 0.2037 | 27.51 | |
| 0.9766 | 723.43 | |
| -0.0723 | -13.63 |
Estimation Period:
Feb 1, 1999 to Jun 5, 2026
Feb 1, 1999 to Jun 5, 2026
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