National Stock Exchange CNX Nifty Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.95% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 20.11 | |
| 0.1044 | 43.28 | |
| 0.8917 | 414.36 |
Estimation Period:
Jul 2, 1990 to Feb 6, 2026
Jul 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices