V-Lab
First Trust India Nifty 50 Equ GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
16.04%
decreased by 0.16%
1 Week
16.26%
increased by 0.06%
1 Month
16.95%
increased by 0.75%
Analysis last updated: Friday, August 7, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 28, 2012 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0423 | 10.62*** |
α ARCH Response to squared shocks | 0.0329 | 9.68*** |
β GARCH Volatility persistence | 0.9394 | 185.58*** |
Persistence:
0.972
Half-life:
25 days
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