S&P BSE SENSEX Index Asy. MEM Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
15.75%
decreased by 0.73%
1 Week
16.07%
decreased by 0.41%
1 Month
17.25%
increased by 0.77%
Analysis last updated: Wednesday, June 10, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 26.47 | |
| 0.1711 | 36.10 | |
| 0.7937 | 289.26 | |
| 0.0593 | 8.45 |
Estimation Period:
May 31, 1990 to Jun 5, 2026
May 31, 1990 to Jun 5, 2026
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