First Trust India Nifty 50 Equ EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.59% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 1.56 | |
| 0.0415 | 8.23 | |
| 0.9657 | 174.34 | |
| -0.0945 | -15.80 |
Estimation Period:
Feb 28, 2012 to Feb 6, 2026
Feb 28, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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