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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust India Nifty 50 Equ GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 28, 2012 to Aug 7, 2026

Model 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

ParameterValuet-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