BSE 500 Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.31%
increased by 0.11%
1 Week
14.59%
increased by 0.39%
1 Month
15.60%
increased by 1.40%
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 | |
|---|---|---|
| 0.0234 | 19.14 | |
| 0.1060 | 32.91 | |
| 0.8851 | 283.69 |
Estimation Period:
Feb 1, 1999 to Jun 5, 2026
Feb 1, 1999 to Jun 5, 2026
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