V-Lab
V-Lab
National Stock Exchange CNX Nifty Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:11.19% (-0.44%)

Analysis last updated: Tuesday, April 30, 2024 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Stock Exchange CNX Nifty Index MF2-GARCH
paramt-stat
m21
α0.00100.40
β0.7861128.92
γ0.205635.00
λ10.00603.24
λ20.04196.38
λ30.9549135.84
Estimation Period:
Apr 23, 1996 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts