National Stock Exchange CNX Nifty Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.38% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.0135 | 6.41 | |
| 0.0856 | 78.96 | |
| 0.9989 | 5,285.11 | |
| 7.5682 | 12.95 |
Estimation Period:
Jul 2, 1990 to Feb 20, 2026
Jul 2, 1990 to Feb 20, 2026
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