First Trust India Nifty 50 Equ GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.57%
decreased by 0.23%
1 Week
17.71%
decreased by 0.09%
1 Month
18.16%
increased by 0.36%
Analysis last updated: Saturday, June 13, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 11.85 | |
| 0.0000 | 0.00 | |
| 0.9412 | 282.64 | |
| 0.0652 | 10.08 |
Estimation Period:
Feb 28, 2012 to Jun 12, 2026
Feb 28, 2012 to Jun 12, 2026
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