S&P BSE SENSEX Index Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
11.76%
decreased by 0.16%
1 Week
11.80%
decreased by 0.12%
1 Month
11.92%
increased by 0.00%
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 | |
|---|---|---|
| 1.1503 | 5.36 | |
| 0.0926 | 9.04 | |
| 0.8774 | 71.89 | |
| -0.1502 | -3.07 | |
| 0.2868 | 3.94 | |
| -0.2789 | -5.64 | |
| 0.2709 | 5.56 | |
| -0.2152 | -4.67 | |
| 0.1089 | 2.64 | |
| -0.0054 | -0.12 | |
| -0.0259 | -0.48 | |
| -0.0046 | -0.07 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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