S&P BSE SENSEX Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
13.97%
decreased by 0.21%
1 Week
14.19%
increased by 0.01%
1 Month
15.01%
increased by 0.83%
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 | |
|---|---|---|
| 0.0128 | 16.55 | |
| 0.0858 | 37.53 | |
| 0.9132 | 425.74 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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