V-Lab
V-Lab
National Stock Exchange CNX Nifty Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:12.82% (-0.57%)

Analysis last updated: Thursday, May 2, 2024 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Stock Exchange CNX Nifty Index GAS-GARCH-T
paramt-stat
ω2.93285.48
α0.075750.31
β0.99481136.88
ν78.08
Estimation Period:
Apr 23, 1996 to Apr 30, 2024