First Trust India Nifty 50 Equ GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.23%
decreased by 0.26%
1 Week
18.33%
decreased by 0.16%
1 Month
18.66%
increased by 0.17%
Analysis last updated: Saturday, May 23, 2026 at 02:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 11.86 | |
| 0.0000 | 0.00 | |
| 0.9413 | 283.60 | |
| 0.0652 | 10.10 |
Estimation Period:
Feb 28, 2012 to May 22, 2026
Feb 28, 2012 to May 22, 2026
Other First Trust India Nifty 50 Equ Analyses
Other GJR-GARCH Analyses on ETFs