V-Lab
V-Lab
National Stock Exchange CNX Nifty Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:12.77% (-0.09%)

Analysis last updated: Tuesday, April 30, 2024 at 12:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Stock Exchange CNX Nifty Index AGARCH
paramt-stat
ω0.01175.85
α0.099337.41
β0.8882339.54
γ0.494723.54
Estimation Period:
Apr 23, 1996 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts