National Stock Exchange CNX Nifty Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.29% (+3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0483 | 11.85 | |
| 0.7604 | 106.46 | |
| 0.1645 | 27.21 | |
| 0.0059 | 4.57 | |
| 0.0502 | 7.79 | |
| 0.9478 | 139.83 |
Estimation Period:
Jul 2, 1990 to Feb 20, 2026
Jul 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices