National Stock Exchange CNX Nifty Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
13.91%
decreased by 0.54%
1 Week
14.27%
decreased by 0.18%
1 Month
15.57%
increased by 1.12%
Analysis last updated: Wednesday, June 17, 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 | |
|---|---|---|
| 0.0222 | 21.58 | |
| 0.0738 | 20.35 | |
| 0.8866 | 421.57 | |
| 0.0729 | 10.59 |
Estimation Period:
Jul 2, 1990 to Jun 12, 2026
Jul 2, 1990 to Jun 12, 2026
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