V-Lab
V-Lab
National Stock Exchange CNX Nifty Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:12.89% (+0.05%)

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 APARCH
paramt-stat
ω0.022722.19
α0.094927.44
β0.9051395.08
γ0.334520.61
δ1.557126.49
Estimation Period:
Apr 23, 1996 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts