V-Lab
V-Lab
National Stock Exchange CNX Nifty Index GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:11.96% (+0.16%)

Analysis last updated: Friday, April 26, 2024 at 12:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Stock Exchange CNX Nifty Index GARCH
paramt-stat
ω0.016815.61
α0.089935.00
β0.9058375.54
Estimation Period:
Apr 23, 1996 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts