S&P BSE SENSEX Index AGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.94%
decreased by 0.57%
1 Week
15.22%
decreased by 0.29%
1 Month
16.29%
increased by 0.78%
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 | |
|---|---|---|
| 0.0105 | 10.22 | |
| 0.0910 | 38.21 | |
| 0.9066 | 409.87 | |
| 0.3079 | 17.11 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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