National Stock Exchange CNX Nifty Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.01%
decreased by 0.46%
1 Week
14.37%
decreased by 0.10%
1 Month
15.66%
increased by 1.19%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 0.0241 | 23.83 | |
| 0.1105 | 37.29 | |
| 0.8895 | 377.23 | |
| 0.1973 | 17.11 | |
| 1.7003 | 33.72 |
Estimation Period:
Jul 2, 1990 to Jun 5, 2026
Jul 2, 1990 to Jun 5, 2026
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