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V-Lab

First Trust India Nifty 50 Equ GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

6,509.84%

decreased by 473.49%

1 Week

6,503.33%

decreased by 480.00%

1 Month

6,477.42%

decreased by 505.91%

Analysis last updated: Tuesday, July 21, 2026 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust India Nifty 50 Equ GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 28, 2012 to Jul 17, 2026

Model Insight

The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0130
3.07***
α

ARCH

Response to squared shocks

0.0608
23.47***
β

GARCH

Volatility persistence

0.9990
3,432.99***
ν

DF

Student-t tail thickness

2.0000

Persistence:

0.999

Half-life:

693 days