National Stock Exchange CNX Nifty Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.86% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 20.09 | |
| 0.1041 | 43.30 | |
| 0.8920 | 416.03 |
Estimation Period:
Jul 2, 1990 to Feb 20, 2026
Jul 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices