S&P BSE SENSEX Index MEM Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
15.50%
decreased by 0.51%
1 Week
15.87%
decreased by 0.14%
1 Month
17.26%
increased by 1.25%
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 | |
|---|---|---|
| 0.0255 | 11.29 | |
| 0.2132 | 60.26 | |
| 0.7844 | 275.60 |
Estimation Period:
May 31, 1990 to Jun 5, 2026
May 31, 1990 to Jun 5, 2026
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