National Stock Exchange CNX Nifty Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.50% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 20.06 | |
| 0.1041 | 43.29 | |
| 0.8920 | 416.03 |
Estimation Period:
Jul 2, 1990 to Feb 13, 2026
Jul 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices